Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -622549.1473 | 193381.9983 | -815931.1456 | -3984556.0952 | -11503513.8307 | 7518957.7355 |
Total P&L (%) | -622.5491 | 193.382 | -815.9311 | -3984.5561 | -11503.5138 | 7518.9577 |
Avg Daily Profit (%) | -0.3417 | 0.1061 | -0.4478 | 0 | 0 | 0.2381 |
Buy And Hold Return (%) | 690.596 | 690.596 | 690.596 | 690.596 | 690.596 | 690.596 |
Max Trade Drawdown | -820964 | -121386 | -895042 | -22383030 | -16012222 | -10223123 |
Profit Factor | 0.5612 | 1.7458 | 0.2963 | 0.9137 | 0.5083 | 1.33 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 36 | 17 | 19 | 27 | 12 | 15 |
Losing Trades | 28 | 15 | 13 | 37 | 20 | 17 |
Profitability (%) | 56.25 | 53.125 | 59.375 | 42.1875 | 37.5 | 46.875 |
Ratio Avg Win / Avg Loss | 0.4365 | 1.5404 | 0.2027 | 1.2521 | 0.8471 | 1.5074 |
Largest Winning Trade | 79906 | 79906 | 59839 | 20854696 | 2999358 | 20854696 |
Largest Losing Trade | -452878 | -75088 | -452878 | -11516547 | -11516547 | -6510212 |
Avg Bars in Trades | 54 | 57 | 51 | 54 | 57 | 51 |
Avg Bars in Winners | 32 | 30 | 33 | 55 | 58 | 52 |
Avg Bars in Losers | 83 | 87 | 78 | 54 | 56 | 51 |
Bars Traded | 3498 | 1840 | 1658 | 3498 | 1840 | 1658 |
Profit Streak | 11.2531 | 26.7531 | 0 | 0 | 0 | 108.2531 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -722831 | -212844 | -579595 | -725927 | -585671 | 340281 |
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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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