Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1754695.3637 | -21911.3677 | -1732783.996 | 1282345.9642 | -15327451.3449 | 16609797.3091 |
Total P&L (%) | -1754.6954 | -21.9114 | -1732.784 | 1282.346 | -15327.4513 | 16609.7973 |
Avg Daily Profit (%) | -0.7737 | -0.0097 | -0.764 | 0.1159 | 0 | 0.2259 |
Buy And Hold Return (%) | 351.2935 | 351.2935 | 351.2935 | 351.2935 | 351.2935 | 351.2935 |
Max Trade Drawdown | -1866108 | -131612 | -1801231 | -18663265 | -15416784 | -3944554 |
Profit Factor | 0.221 | 0.9292 | 0.1083 | 1.0395 | 0.302 | 2.5832 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 38 | 17 | 21 | 34 | 15 | 19 |
Losing Trades | 21 | 12 | 9 | 25 | 14 | 11 |
Profitability (%) | 64.4068 | 58.6207 | 70 | 57.6271 | 51.7241 | 63.3333 |
Ratio Avg Win / Avg Loss | 0.1222 | 0.6559 | 0.0464 | 0.7644 | 0.2819 | 1.4955 |
Largest Winning Trade | 74622 | 74622 | 45172 | 21462459 | 1876978 | 21462459 |
Largest Losing Trade | -1372134 | -56609 | -1372134 | -8301732 | -8301732 | -2645040 |
Avg Bars in Trades | 71 | 80 | 62 | 71 | 80 | 62 |
Avg Bars in Winners | 26 | 22 | 30 | 33 | 27 | 38 |
Avg Bars in Losers | 151 | 161 | 138 | 122 | 136 | 104 |
Bars Traded | 4204 | 2326 | 1878 | 4204 | 2326 | 1878 |
Profit Streak | 85.0905 | 0 | 284.5905 | 85.0905 | 0 | 284.5905 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757852 | -579715 | -577264 | -397110 | -580609 | 530048 |
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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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