Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1696994.6449 | 48737.5144 | -1745732.1593 | 3293738.2419 | -1440187.0737 | 4733925.3155 |
Total P&L (%) | -1696.9946 | 48.7375 | -1745.7322 | 3293.7382 | -1440.1871 | 4733.9253 |
Avg Daily Profit (%) | -0.7493 | 0.0215 | -0.7709 | 0.1558 | 0 | 0.1714 |
Buy And Hold Return (%) | 510.2412 | 510.2412 | 510.2412 | 510.2412 | 510.2412 | 510.2412 |
Max Trade Drawdown | -1854162 | -71399 | -1891027 | -18330627 | -12904248 | -14263119 |
Profit Factor | 0.2414 | 1.2413 | 0.1422 | 1.0814 | 0.9272 | 1.2288 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 35 | 16 | 19 | 33 | 14 | 19 |
Losing Trades | 22 | 12 | 10 | 24 | 14 | 10 |
Profitability (%) | 61.4035 | 57.1429 | 65.5172 | 57.8947 | 50 | 65.5172 |
Ratio Avg Win / Avg Loss | 0.1518 | 0.931 | 0.0748 | 0.7864 | 0.9272 | 0.6467 |
Largest Winning Trade | 69800 | 69800 | 41109 | 6575451 | 6575451 | 5944295 |
Largest Losing Trade | -1579473 | -49073 | -1579473 | -14212781 | -10012968 | -14212781 |
Avg Bars in Trades | 112 | 94 | 130 | 112 | 94 | 130 |
Avg Bars in Winners | 89 | 67 | 109 | 109 | 72 | 136 |
Avg Bars in Losers | 149 | 130 | 172 | 117 | 115 | 119 |
Bars Traded | 6432 | 2638 | 3793 | 6432 | 2638 | 3793 |
Profit Streak | 122.0177 | 122.0177 | 375.6844 | 122.0177 | 122.0177 | 375.6844 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757447 | -351395 | -577460 | -302534 | -601267 | 327329 |
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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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