Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1011452.3405 | 51188.4329 | -1062640.7734 | -1165310.6914 | -7871937.6292 | 6706626.9379 |
Total P&L (%) | -1011.4523 | 51.1884 | -1062.6408 | -1165.3107 | -7871.9376 | 6706.6269 |
Avg Daily Profit (%) | -0.556 | 0.0281 | -0.5842 | 0 | 0 | 0.2323 |
Buy And Hold Return (%) | 615.3781 | 615.3781 | 615.3781 | 615.3781 | 615.3781 | 615.3781 |
Max Trade Drawdown | -1115066 | -168458 | -1129468 | -16475451 | -12348202 | -4657953 |
Profit Factor | 0.3942 | 1.1776 | 0.2307 | 0.9563 | 0.4919 | 1.5993 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 37 | 19 | 18 | 30 | 15 | 15 |
Losing Trades | 27 | 13 | 14 | 34 | 17 | 17 |
Profitability (%) | 57.8125 | 59.375 | 56.25 | 46.875 | 46.875 | 46.875 |
Ratio Avg Win / Avg Loss | 0.2877 | 0.8057 | 0.1794 | 1.0838 | 0.5574 | 1.8126 |
Largest Winning Trade | 59707 | 59707 | 45403 | 10259979 | 2125666 | 10259979 |
Largest Losing Trade | -602411 | -74553 | -602411 | -11058491 | -11058491 | -2539255 |
Avg Bars in Trades | 55 | 59 | 50 | 55 | 59 | 50 |
Avg Bars in Winners | 29 | 33 | 26 | 54 | 59 | 50 |
Avg Bars in Losers | 89 | 97 | 81 | 55 | 59 | 51 |
Bars Traded | 3520 | 1896 | 1624 | 3520 | 1896 | 1624 |
Profit Streak | 39.7151 | 66.7151 | 0 | 0 | 0 | 161.2151 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -722717 | -346205 | -580000 | -723826 | -582025 | 398013 |
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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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