Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -728931.5959 | 122842.894 | -851774.4899 | -1589453.7027 | -6460747.7119 | 4871294.0091 |
Total P&L (%) | -728.9316 | 122.8429 | -851.7745 | -1589.4537 | -6460.7477 | 4871.294 |
Avg Daily Profit (%) | -0.3987 | 0.0672 | -0.4659 | 0 | 0 | 0.2139 |
Buy And Hold Return (%) | 665.4709 | 665.4709 | 665.4709 | 665.4709 | 665.4709 | 665.4709 |
Max Trade Drawdown | -883671 | -129016 | -910182 | -15278209 | -10394609 | -6262640 |
Profit Factor | 0.4884 | 1.433 | 0.2535 | 0.9504 | 0.6034 | 1.3095 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 36 | 18 | 18 | 29 | 15 | 14 |
Losing Trades | 26 | 13 | 13 | 33 | 16 | 17 |
Profitability (%) | 58.0645 | 58.0645 | 58.0645 | 46.7742 | 48.3871 | 45.1613 |
Ratio Avg Win / Avg Loss | 0.3527 | 1.035 | 0.1831 | 1.0815 | 0.6437 | 1.5901 |
Largest Winning Trade | 55436 | 47158 | 55436 | 13883773 | 2429799 | 13883773 |
Largest Losing Trade | -477006 | -74311 | -477006 | -8186194 | -8186194 | -5185008 |
Avg Bars in Trades | 114 | 122 | 107 | 114 | 122 | 107 |
Avg Bars in Winners | 66 | 67 | 64 | 112 | 119 | 105 |
Avg Bars in Losers | 182 | 197 | 167 | 116 | 124 | 109 |
Bars Traded | 7122 | 3788 | 3334 | 7122 | 3788 | 3334 |
Profit Streak | 16.6386 | 34.3886 | 0 | 0 | 0 | 112.3886 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -737659 | -266550 | -579772 | -738865 | -581445 | 304039 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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