Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -971223.9121 | 46281.7765 | -1017505.6886 | -1039251.3175 | -5561306.0858 | 4522054.7683 |
Total P&L (%) | -971.2239 | 46.2818 | -1017.5057 | -1039.2513 | -5561.3061 | 4522.0548 |
Avg Daily Profit (%) | -0.5313 | 0.0253 | -0.5566 | 0 | 0 | 0.2099 |
Buy And Hold Return (%) | 777.4987 | 777.4987 | 777.4987 | 777.4987 | 777.4987 | 777.4987 |
Max Trade Drawdown | -1081673 | -165530 | -1073666 | -11596498 | -8853758 | -2925746 |
Profit Factor | 0.3884 | 1.1595 | 0.2161 | 0.9449 | 0.5279 | 1.6377 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 36 | 19 | 17 | 29 | 14 | 15 |
Losing Trades | 27 | 13 | 14 | 34 | 18 | 16 |
Profitability (%) | 57.1429 | 59.375 | 54.8387 | 46.0317 | 43.75 | 48.3871 |
Ratio Avg Win / Avg Loss | 0.2913 | 0.7934 | 0.1779 | 1.1079 | 0.6788 | 1.7469 |
Largest Winning Trade | 59707 | 59707 | 41986 | 6978532 | 2350916 | 6978532 |
Largest Losing Trade | -534577 | -77258 | -534577 | -7914824 | -7914824 | -1904355 |
Avg Bars in Trades | 55 | 59 | 51 | 55 | 59 | 51 |
Avg Bars in Winners | 30 | 33 | 26 | 56 | 63 | 49 |
Avg Bars in Losers | 89 | 97 | 82 | 54 | 55 | 53 |
Bars Traded | 3501 | 1896 | 1605 | 3501 | 1896 | 1605 |
Profit Streak | 49.6676 | 76.1676 | 0 | 0 | 0 | 170.6676 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -730287 | -369799 | -580190 | -731654 | -583240 | 386471 |
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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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