Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1452945.1331 | -54294.3433 | -1398650.7898 | -229885.6107 | -3834711.467 | 3604825.8564 |
Total P&L (%) | -1452.9451 | -54.2943 | -1398.6508 | -229.8856 | -3834.7115 | 3604.8259 |
Avg Daily Profit (%) | -0.778 | -0.0291 | -0.7489 | 0 | 0 | 0.1936 |
Buy And Hold Return (%) | 491.8796 | 491.8796 | 491.8796 | 491.8796 | 491.8796 | 491.8796 |
Max Trade Drawdown | -1604622 | -193729 | -1469688 | -3901006 | -4201879 | -1348148 |
Profit Factor | 0.2327 | 0.81 | 0.1301 | 0.9715 | 0.2838 | 2.3238 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 48 | 22 | 26 | 32 | 13 | 19 |
Losing Trades | 16 | 10 | 6 | 32 | 19 | 13 |
Profitability (%) | 75 | 68.75 | 81.25 | 50 | 40.625 | 59.375 |
Ratio Avg Win / Avg Loss | 0.0776 | 0.3682 | 0.03 | 0.9715 | 0.4149 | 1.59 |
Largest Winning Trade | 23514 | 23514 | 19221 | 3938322 | 387674 | 3938322 |
Largest Losing Trade | -891836 | -60464 | -891836 | -2161208 | -2161208 | -1348148 |
Avg Bars in Trades | 54 | 64 | 43 | 54 | 64 | 43 |
Avg Bars in Winners | 20 | 18 | 21 | 38 | 42 | 35 |
Avg Bars in Losers | 156 | 165 | 142 | 69 | 79 | 55 |
Bars Traded | 3467 | 2060 | 1407 | 3467 | 2060 | 1407 |
Profit Streak | 154.2182 | 154.2182 | 248.7182 | 0 | 0 | 0 |
Trades During Streak | 13 | 6 | 7 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -719401 | -576937 | -575354 | -724277 | -584456 | 489280 |
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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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