Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1270353.9108 | 36106.6824 | -1306460.5932 | -5236541.3537 | 4122431.8059 | -9358973.1596 |
Total P&L (%) | -1270.3539 | 36.1067 | -1306.4606 | -5236.5414 | 4122.4318 | -9358.9732 |
Avg Daily Profit (%) | -0.5865 | 0.0167 | -0.6032 | 0 | 0.173 | 0 |
Buy And Hold Return (%) | 470.5765 | 470.5765 | 470.5765 | 470.5765 | 470.5765 | 470.5765 |
Max Trade Drawdown | -1497132 | -93139 | -1425896 | -10305663 | -2180707 | -10610726 |
Profit Factor | 0.3247 | 1.1526 | 0.2056 | 0.6812 | 2.2683 | 0.2898 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 37 | 15 | 22 | 25 | 18 | 7 |
Losing Trades | 28 | 17 | 11 | 40 | 14 | 26 |
Profitability (%) | 56.9231 | 46.875 | 66.6667 | 38.4615 | 56.25 | 21.2121 |
Ratio Avg Win / Avg Loss | 0.2457 | 1.3063 | 0.1028 | 1.09 | 1.7642 | 1.0764 |
Largest Winning Trade | 68388 | 68388 | 57638 | 4289891 | 4289891 | 1579060 |
Largest Losing Trade | -794492 | -51992 | -794492 | -5949899 | -1234211 | -5949899 |
Avg Bars in Trades | 127 | 108 | 146 | 127 | 108 | 146 |
Avg Bars in Winners | 93 | 90 | 95 | 144 | 125 | 193 |
Avg Bars in Losers | 172 | 123 | 249 | 117 | 86 | 134 |
Bars Traded | 8297 | 3457 | 4840 | 8297 | 3457 | 4840 |
Profit Streak | 0 | 0 | 0 | 41.524 | 49.524 | 41.524 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -715880 | -390273 | -578642 | -718888 | 484786 | -625095 |
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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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