Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1123260.4954 | -20090.5813 | -1103169.914 | -516547.0222 | -3802609.6871 | 3286062.6649 |
Total P&L (%) | -1123.2605 | -20.0906 | -1103.1699 | -516.547 | -3802.6097 | 3286.0627 |
Avg Daily Profit (%) | -0.6196 | -0.0111 | -0.6085 | 0 | 0 | 0.1945 |
Buy And Hold Return (%) | 572.97 | 572.97 | 572.97 | 572.97 | 572.97 | 572.97 |
Max Trade Drawdown | -1170955 | -177612 | -1120217 | -8314257 | -6152344 | -2610393 |
Profit Factor | 0.3176 | 0.9308 | 0.1864 | 0.9638 | 0.5144 | 1.5092 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 33 | 17 | 16 | 28 | 14 | 14 |
Losing Trades | 28 | 14 | 14 | 33 | 17 | 16 |
Profitability (%) | 54.0984 | 54.8387 | 53.3333 | 45.9016 | 45.1613 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.2695 | 0.7665 | 0.1631 | 1.136 | 0.6247 | 1.7248 |
Largest Winning Trade | 46665 | 46665 | 41539 | 5955098 | 1048662 | 5955098 |
Largest Losing Trade | -571675 | -74390 | -571675 | -5425156 | -5425156 | -1718374 |
Avg Bars in Trades | 57 | 61 | 53 | 57 | 61 | 53 |
Avg Bars in Winners | 28 | 31 | 26 | 58 | 62 | 55 |
Avg Bars in Losers | 91 | 98 | 83 | 56 | 60 | 51 |
Bars Traded | 3499 | 1907 | 1592 | 3499 | 1907 | 1592 |
Profit Streak | 34.6243 | 60.6243 | 0 | 0 | 0 | 156.6243 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -745704 | -579630 | -580393 | -746704 | -582699 | 332680 |
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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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