Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1058473.9084 | 16894.774 | -1075368.6824 | -1946907.9074 | -6282781.1585 | 4335873.251 |
Total P&L (%) | -1058.4739 | 16.8948 | -1075.3687 | -1946.9079 | -6282.7812 | 4335.8733 |
Avg Daily Profit (%) | -0.5794 | 0.0092 | -0.5886 | 0 | 0 | 0.2078 |
Buy And Hold Return (%) | 715.223 | 715.223 | 715.223 | 715.223 | 715.223 | 715.223 |
Max Trade Drawdown | -1184179 | -173499 | -1149902 | -14622250 | -11027010 | -3794647 |
Profit Factor | 0.3611 | 1.0562 | 0.2068 | 0.9117 | 0.5543 | 1.5457 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 43 | 21 | 22 | 32 | 15 | 17 |
Losing Trades | 25 | 13 | 12 | 36 | 19 | 17 |
Profitability (%) | 63.2353 | 61.7647 | 64.7059 | 47.0588 | 44.1176 | 50 |
Ratio Avg Win / Avg Loss | 0.2099 | 0.6538 | 0.1128 | 1.0256 | 0.7022 | 1.5457 |
Largest Winning Trade | 45738 | 45738 | 30746 | 5765285 | 1851204 | 5765285 |
Largest Losing Trade | -561352 | -73878 | -561352 | -9438268 | -9438268 | -2757616 |
Avg Bars in Trades | 51 | 54 | 48 | 51 | 54 | 48 |
Avg Bars in Winners | 25 | 24 | 25 | 54 | 58 | 50 |
Avg Bars in Losers | 98 | 103 | 92 | 49 | 52 | 47 |
Bars Traded | 3529 | 1867 | 1662 | 3529 | 1867 | 1662 |
Profit Streak | 48.1576 | 74.6576 | 48.1576 | 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 | -691144 | -504208 | -578327 | -694032 | -583082 | 365697 |
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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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