Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1175769.7836 | 13360.317 | -1189130.1006 | 304516.6459 | -4473278.1463 | 4777794.7923 |
Total P&L (%) | -1175.7698 | 13.3603 | -1189.1301 | 304.5166 | -4473.2781 | 4777.7948 |
Avg Daily Profit (%) | -0.5209 | 0.0059 | -0.5268 | 0.0619 | 0 | 0.1724 |
Buy And Hold Return (%) | 433.8742 | 433.8742 | 433.8742 | 433.8742 | 433.8742 | 433.8742 |
Max Trade Drawdown | -1206813 | -152500 | -1200032 | -7828958 | -7148910 | -1951105 |
Profit Factor | 0.3005 | 1.0474 | 0.15 | 1.0263 | 0.4962 | 2.7698 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 36 | 17 | 19 | 32 | 13 | 19 |
Losing Trades | 21 | 11 | 10 | 25 | 15 | 10 |
Profitability (%) | 63.1579 | 60.7143 | 65.5172 | 56.1404 | 46.4286 | 65.5172 |
Ratio Avg Win / Avg Loss | 0.1753 | 0.6777 | 0.0789 | 0.8018 | 0.5726 | 1.4578 |
Largest Winning Trade | 59701 | 59701 | 29468 | 2651807 | 1311877 | 2651807 |
Largest Losing Trade | -830769 | -51107 | -830769 | -3922938 | -3922938 | -1233161 |
Avg Bars in Trades | 106 | 139 | 74 | 106 | 139 | 74 |
Avg Bars in Winners | 41 | 45 | 36 | 47 | 35 | 55 |
Avg Bars in Losers | 218 | 284 | 146 | 182 | 229 | 110 |
Bars Traded | 6065 | 3907 | 2158 | 6065 | 3907 | 2158 |
Profit Streak | 68.8202 | 68.8202 | 281.8202 | 68.8202 | 68.8202 | 281.8202 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757192 | -539848 | -577450 | -646600 | -602663 | 550917 |
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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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