Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1065737.618 | 29544.4031 | -1095282.0212 | -1415649.5448 | -8901976.4234 | 7486326.8786 |
Total P&L (%) | -1065.7376 | 29.5444 | -1095.282 | -1415.6495 | -8901.9764 | 7486.3269 |
Avg Daily Profit (%) | -0.584 | 0.0162 | -0.6002 | 0 | 0 | 0.2375 |
Buy And Hold Return (%) | 701.5536 | 701.5536 | 701.5536 | 701.5536 | 701.5536 | 701.5536 |
Max Trade Drawdown | -1162627 | -163810 | -1152458 | -18840610 | -13562737 | -5973862 |
Profit Factor | 0.364 | 1.1049 | 0.2144 | 0.9551 | 0.487 | 1.5279 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 41 | 21 | 20 | 32 | 17 | 15 |
Losing Trades | 24 | 12 | 12 | 33 | 16 | 17 |
Profitability (%) | 63.0769 | 63.6364 | 62.5 | 49.2308 | 51.5152 | 46.875 |
Ratio Avg Win / Avg Loss | 0.2131 | 0.6314 | 0.1286 | 0.985 | 0.4584 | 1.7317 |
Largest Winning Trade | 47171 | 43093 | 47171 | 12734261 | 2260479 | 12734261 |
Largest Losing Trade | -629490 | -74603 | -629490 | -12131687 | -12131687 | -4265635 |
Avg Bars in Trades | 109 | 114 | 104 | 109 | 114 | 104 |
Avg Bars in Winners | 59 | 63 | 56 | 113 | 113 | 113 |
Avg Bars in Losers | 194 | 205 | 184 | 105 | 116 | 96 |
Bars Traded | 7128 | 3788 | 3340 | 7128 | 3788 | 3340 |
Profit Streak | 46.4576 | 72.7076 | 46.4576 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -713664 | -441104 | -578631 | -717076 | -580606 | 349142 |
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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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