Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -837103.5387 | 88740.4862 | -925844.0248 | -1470963.0214 | -4548585.5629 | 3077622.5415 |
Total P&L (%) | -837.1035 | 88.7405 | -925.844 | -1470.963 | -4548.5856 | 3077.6225 |
Avg Daily Profit (%) | -0.4609 | 0.0489 | -0.5098 | 0 | 0 | 0.1906 |
Buy And Hold Return (%) | 392.9004 | 392.9004 | 392.9004 | 392.9004 | 392.9004 | 392.9004 |
Max Trade Drawdown | -890871 | -133536 | -938032 | -13198282 | -7442796 | -7387566 |
Profit Factor | 0.4563 | 1.2875 | 0.2478 | 0.9459 | 0.6252 | 1.2043 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 37 | 19 | 18 | 34 | 17 | 17 |
Losing Trades | 28 | 14 | 14 | 31 | 16 | 15 |
Profitability (%) | 56.9231 | 57.5758 | 56.25 | 52.3077 | 51.5152 | 53.125 |
Ratio Avg Win / Avg Loss | 0.3453 | 0.9487 | 0.1927 | 0.8625 | 0.5884 | 1.0626 |
Largest Winning Trade | 67470 | 67470 | 50577 | 11478314 | 1225565 | 11478314 |
Largest Losing Trade | -464632 | -74263 | -464632 | -6934647 | -6934647 | -6591335 |
Avg Bars in Trades | 108 | 111 | 104 | 108 | 111 | 104 |
Avg Bars in Winners | 64 | 66 | 62 | 107 | 109 | 104 |
Avg Bars in Losers | 166 | 173 | 159 | 109 | 114 | 104 |
Bars Traded | 7042 | 3685 | 3357 | 7042 | 3685 | 3357 |
Profit Streak | 37.439 | 65.189 | 0 | 0 | 0 | 157.939 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -715335 | -293581 | -580000 | -716478 | -580606 | 316579 |
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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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