Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1331116.092 | 132652.9333 | -1463769.0253 | 244726.067 | -4268489.8066 | 4513215.8736 |
Total P&L (%) | -1331.1161 | 132.6529 | -1463.769 | 244.7261 | -4268.4898 | 4513.2159 |
Avg Daily Profit (%) | -0.6779 | 0.0676 | -0.7455 | 0.063 | 0 | 0.1953 |
Buy And Hold Return (%) | 1571.3656 | 1571.3656 | 1571.3656 | 1571.3656 | 1571.3656 | 1571.3656 |
Max Trade Drawdown | -1592287 | -109069 | -1596665 | -8673322 | -4676204 | -5988435 |
Profit Factor | 0.3164 | 1.589 | 0.15 | 1.0178 | 0.267 | 1.568 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 38 | 21 | 17 | 38 | 20 | 18 |
Losing Trades | 24 | 10 | 14 | 24 | 11 | 13 |
Profitability (%) | 61.2903 | 67.7419 | 54.8387 | 61.2903 | 64.5161 | 58.0645 |
Ratio Avg Win / Avg Loss | 0.1999 | 0.7566 | 0.1235 | 0.6428 | 0.1468 | 1.1325 |
Largest Winning Trade | 60744 | 53894 | 60744 | 11517420 | 520791 | 11517420 |
Largest Losing Trade | -1336745 | -58758 | -1336745 | -5722174 | -2853217 | -5722174 |
Avg Bars in Trades | 122 | 129 | 115 | 122 | 129 | 115 |
Avg Bars in Winners | 63 | 64 | 60 | 67 | 67 | 67 |
Avg Bars in Losers | 216 | 263 | 182 | 208 | 240 | 182 |
Bars Traded | 7588 | 3999 | 3589 | 7588 | 3999 | 3589 |
Profit Streak | 409.6246 | 0 | 564.6246 | 409.6246 | 0 | 564.6246 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -737228 | -266062 | -579231 | -633612 | -578936 | 304528 |
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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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