Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1019609.1697 | 50727.5137 | -1070336.6834 | -858095.5261 | -8599829.9761 | 7741734.45 |
Total P&L (%) | -1019.6092 | 50.7275 | -1070.3367 | -858.0955 | -8599.83 | 7741.7345 |
Avg Daily Profit (%) | -0.5598 | 0.0279 | -0.5877 | 0 | 0 | 0.2398 |
Buy And Hold Return (%) | 598.9626 | 598.9626 | 598.9626 | 598.9626 | 598.9626 | 598.9626 |
Max Trade Drawdown | -1085837 | -171763 | -1098451 | -16576009 | -12415105 | -4594719 |
Profit Factor | 0.3867 | 1.1807 | 0.2254 | 0.9705 | 0.4574 | 1.5849 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 36 | 19 | 17 | 31 | 17 | 14 |
Losing Trades | 27 | 13 | 14 | 32 | 15 | 17 |
Profitability (%) | 57.1429 | 59.375 | 54.8387 | 49.2063 | 53.125 | 45.1613 |
Ratio Avg Win / Avg Loss | 0.29 | 0.8078 | 0.1856 | 1.0018 | 0.4036 | 1.9245 |
Largest Winning Trade | 85753 | 85753 | 48361 | 13430521 | 1840897 | 13430521 |
Largest Losing Trade | -566612 | -76281 | -566612 | -11335093 | -11335093 | -4206943 |
Avg Bars in Trades | 83 | 88 | 77 | 83 | 88 | 77 |
Avg Bars in Winners | 43 | 49 | 37 | 86 | 89 | 83 |
Avg Bars in Losers | 136 | 146 | 126 | 80 | 87 | 73 |
Bars Traded | 5253 | 2840 | 2413 | 5253 | 2840 | 2413 |
Profit Streak | 41.8548 | 68.8548 | 0 | 0 | 0 | 164.1881 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -730301 | -343182 | -580190 | -730419 | -580405 | 372906 |
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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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