Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1039233.4562 | 23636.7513 | -1062870.2076 | -1231166.5435 | -7513483.9461 | 6282317.4025 |
Total P&L (%) | -1039.2335 | 23.6368 | -1062.8702 | -1231.1665 | -7513.4839 | 6282.3174 |
Avg Daily Profit (%) | -0.5715 | 0.013 | -0.5845 | 0 | 0 | 0.2288 |
Buy And Hold Return (%) | 634.3124 | 634.3124 | 634.3124 | 634.3124 | 634.3124 | 634.3124 |
Max Trade Drawdown | -1121645 | -162324 | -1109955 | -16308118 | -11490361 | -5661829 |
Profit Factor | 0.3659 | 1.0836 | 0.2162 | 0.9543 | 0.4903 | 1.5159 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 42 | 21 | 21 | 31 | 17 | 14 |
Losing Trades | 23 | 12 | 11 | 34 | 16 | 18 |
Profitability (%) | 64.6154 | 63.6364 | 65.625 | 47.6923 | 51.5152 | 43.75 |
Ratio Avg Win / Avg Loss | 0.2004 | 0.6192 | 0.1132 | 1.0466 | 0.4614 | 1.949 |
Largest Winning Trade | 46173 | 41165 | 46173 | 10514528 | 2241746 | 10514528 |
Largest Losing Trade | -591758 | -73355 | -591758 | -10171532 | -10171532 | -4071953 |
Avg Bars in Trades | 82 | 86 | 78 | 82 | 86 | 78 |
Avg Bars in Winners | 46 | 47 | 46 | 84 | 84 | 82 |
Avg Bars in Losers | 147 | 153 | 139 | 80 | 87 | 74 |
Bars Traded | 5345 | 2838 | 2507 | 5345 | 2838 | 2507 |
Profit Streak | 39.6548 | 65.9881 | 39.6548 | 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 | -713454 | -468821 | -578237 | -716008 | -580606 | 300084 |
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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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