Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1520282.0765 | -40881.6069 | -1479400.4696 | -337141.2894 | -2767433.7149 | 2430292.4255 |
Total P&L (%) | -1520.2821 | -40.8816 | -1479.4005 | -337.1413 | -2767.4337 | 2430.2924 |
Avg Daily Profit (%) | -0.8171 | -0.022 | -0.7952 | 0 | 0 | 0.1738 |
Buy And Hold Return (%) | 83.058 | 83.058 | 83.058 | 83.058 | 83.058 | 83.058 |
Max Trade Drawdown | -317105 | -110313 | -226651 | -3823676 | -3266090 | -2297768 |
Profit Factor | 0.2407 | 0.8418 | 0.1516 | 0.9661 | 0.479 | 1.5258 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 43 | 20 | 23 | 25 | 10 | 15 |
Losing Trades | 20 | 11 | 9 | 38 | 21 | 17 |
Profitability (%) | 68.254 | 64.5161 | 71.875 | 39.6825 | 32.2581 | 46.875 |
Ratio Avg Win / Avg Loss | 0.112 | 0.463 | 0.0593 | 1.4684 | 1.0058 | 1.7292 |
Largest Winning Trade | 38180 | 28849 | 38180 | 4852969 | 982210 | 4852969 |
Largest Losing Trade | -1383844 | -66680 | -1383844 | -2345658 | -2345658 | -2196193 |
Avg Bars in Trades | 165 | 173 | 158 | 165 | 173 | 158 |
Avg Bars in Winners | 99 | 92 | 105 | 180 | 212 | 159 |
Avg Bars in Losers | 308 | 319 | 294 | 155 | 154 | 157 |
Bars Traded | 10444 | 5369 | 5075 | 10444 | 5369 | 5075 |
Profit Streak | 165.5362 | 165.5362 | 287.8695 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -728000 | -577969 | -576626 | -734401 | -586050 | 329070 |
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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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