Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -834271.5516 | 103725.4415 | -937996.9931 | -1344175.4201 | -6583786.5356 | 5239611.1154 |
Total P&L (%) | -834.2716 | 103.7254 | -937.997 | -1344.1754 | -6583.7865 | 5239.6111 |
Avg Daily Profit (%) | -0.4571 | 0.0568 | -0.514 | 0 | 0 | 0.2182 |
Buy And Hold Return (%) | 696.7387 | 696.7387 | 696.7387 | 696.7387 | 696.7387 | 696.7387 |
Max Trade Drawdown | -967305 | -126325 | -1004452 | -12166999 | -8670739 | -4873007 |
Profit Factor | 0.4627 | 1.3625 | 0.2593 | 0.9453 | 0.4662 | 1.4279 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 38 | 19 | 19 | 31 | 15 | 16 |
Losing Trades | 26 | 13 | 13 | 33 | 17 | 16 |
Profitability (%) | 59.375 | 59.375 | 59.375 | 48.4375 | 46.875 | 50 |
Ratio Avg Win / Avg Loss | 0.3166 | 0.9322 | 0.1774 | 1.0063 | 0.5284 | 1.4279 |
Largest Winning Trade | 73902 | 73902 | 45804 | 12221114 | 1343761 | 12221114 |
Largest Losing Trade | -464632 | -77456 | -464632 | -7619452 | -7619452 | -4585692 |
Avg Bars in Trades | 55 | 59 | 52 | 55 | 59 | 52 |
Avg Bars in Winners | 30 | 31 | 29 | 56 | 62 | 51 |
Avg Bars in Losers | 92 | 100 | 84 | 54 | 56 | 52 |
Bars Traded | 3566 | 1899 | 1667 | 3566 | 1899 | 1667 |
Profit Streak | 45.3994 | 73.3994 | 45.3994 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -721643 | -281854 | -579038 | -723218 | -582025 | 324940 |
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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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