Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1118290.6135 | -17825.5256 | -1100465.088 | -825960.7883 | -4530212.9056 | 3704252.1173 |
Total P&L (%) | -1118.2906 | -17.8255 | -1100.4651 | -825.9608 | -4530.2129 | 3704.2521 |
Avg Daily Profit (%) | -0.6173 | -0.0098 | -0.6074 | 0 | 0 | 0.2011 |
Buy And Hold Return (%) | 473.0659 | 473.0659 | 473.0659 | 473.0659 | 473.0659 | 473.0659 |
Max Trade Drawdown | -1176497 | -184609 | -1123820 | -13126488 | -9444531 | -3940073 |
Profit Factor | 0.3196 | 0.9377 | 0.1893 | 0.9564 | 0.6001 | 1.4853 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 43 | 22 | 21 | 30 | 13 | 17 |
Losing Trades | 22 | 11 | 11 | 35 | 20 | 15 |
Profitability (%) | 66.1538 | 66.6667 | 65.625 | 46.1538 | 39.3939 | 53.125 |
Ratio Avg Win / Avg Loss | 0.1635 | 0.4689 | 0.0992 | 1.1158 | 0.9232 | 1.3106 |
Largest Winning Trade | 46883 | 46883 | 26321 | 4970949 | 1624630 | 4970949 |
Largest Losing Trade | -559460 | -73341 | -559460 | -8217632 | -8217632 | -3065057 |
Avg Bars in Trades | 81 | 85 | 76 | 81 | 85 | 76 |
Avg Bars in Winners | 39 | 41 | 37 | 85 | 88 | 83 |
Avg Bars in Losers | 163 | 175 | 150 | 77 | 84 | 68 |
Bars Traded | 5277 | 2837 | 2440 | 5277 | 2837 | 2440 |
Profit Streak | 18.5802 | 165.2468 | 0 | 0 | 0 | 143.9135 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -714121 | -577259 | -578784 | -716884 | -584927 | 381515 |
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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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