Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -589681.9344 | -1308.2882 | -588373.6462 | 6567274.6426 | 707299.8689 | 5859974.7737 |
Total P&L (%) | -589.6819 | -1.3083 | -588.3736 | 6567.2746 | 707.2999 | 5859.9748 |
Avg Daily Profit (%) | -0.3255 | -0.0007 | -0.3248 | 0.2321 | 0.1153 | 0.2259 |
Buy And Hold Return (%) | 646.1359 | 646.1359 | 646.1359 | 646.1359 | 646.1359 | 646.1359 |
Max Trade Drawdown | -725278 | -24160 | -721255 | -3288572 | -250191 | -3256049 |
Profit Factor | 0.4365 | 0.9828 | 0.3936 | 2.0231 | 1.7818 | 2.0627 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 37 | 17 | 20 | 31 | 15 | 16 |
Losing Trades | 26 | 15 | 11 | 32 | 17 | 15 |
Profitability (%) | 58.7302 | 53.125 | 64.5161 | 49.2063 | 46.875 | 51.6129 |
Ratio Avg Win / Avg Loss | 0.3067 | 0.8672 | 0.2165 | 2.0884 | 2.0194 | 1.9338 |
Largest Winning Trade | 48149 | 24002 | 48149 | 4622380 | 725244 | 4622380 |
Largest Losing Trade | -513735 | -15262 | -513735 | -3256049 | -230981 | -3256049 |
Avg Bars in Trades | 132 | 4 | 265 | 132 | 4 | 265 |
Avg Bars in Winners | 110 | 4 | 200 | 147 | 4 | 280 |
Avg Bars in Losers | 164 | 4 | 383 | 118 | 4 | 248 |
Bars Traded | 8354 | 135 | 8219 | 8354 | 135 | 8219 |
Profit Streak | 0 | 0 | 193.7914 | 0 | 0 | 193.7914 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -730646 | -580127 | -578346 | -139151 | -172510 | 465821 |
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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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