Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -808399.3306 | 118753.2083 | -927152.5389 | -1660249.4558 | -8259247.1603 | 6598997.7045 |
Total P&L (%) | -808.3993 | 118.7532 | -927.1525 | -1660.2495 | -8259.2472 | 6598.9977 |
Avg Daily Profit (%) | -0.445 | 0.0654 | -0.5104 | 0 | 0 | 0.2317 |
Buy And Hold Return (%) | 561.2529 | 561.2529 | 561.2529 | 561.2529 | 561.2529 | 561.2529 |
Max Trade Drawdown | -960200 | -128206 | -989851 | -19654651 | -13828799 | -6890792 |
Profit Factor | 0.4755 | 1.4242 | 0.2649 | 0.9583 | 0.5967 | 1.3406 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 38 | 20 | 18 | 29 | 14 | 15 |
Losing Trades | 24 | 11 | 13 | 33 | 17 | 16 |
Profitability (%) | 61.2903 | 64.5161 | 58.0645 | 46.7742 | 45.1613 | 48.3871 |
Ratio Avg Win / Avg Loss | 0.3003 | 0.7833 | 0.1913 | 1.0905 | 0.7245 | 1.43 |
Largest Winning Trade | 74650 | 74650 | 51322 | 16696387 | 2764991 | 16696387 |
Largest Losing Trade | -530538 | -77507 | -530538 | -12664463 | -12664463 | -5931589 |
Avg Bars in Trades | 84 | 91 | 78 | 84 | 91 | 78 |
Avg Bars in Winners | 43 | 48 | 37 | 86 | 95 | 77 |
Avg Bars in Losers | 150 | 169 | 134 | 83 | 88 | 79 |
Bars Traded | 5260 | 2837 | 2423 | 5260 | 2837 | 2423 |
Profit Streak | 35.1491 | 61.1491 | 0 | 0 | 0 | 159.1491 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -737271 | -269847 | -579772 | -738865 | -582699 | 321795 |
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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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