Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -972138.0168 | 102594.7756 | -1074732.7924 | 2044611.7013 | -1264464.8062 | 3309076.5076 |
Total P&L (%) | -972.138 | 102.5948 | -1074.7328 | 2044.6117 | -1264.4648 | 3309.0765 |
Avg Daily Profit (%) | -0.431 | 0.0455 | -0.4765 | 0.136 | 0 | 0.1566 |
Buy And Hold Return (%) | 481.8106 | 481.8106 | 481.8106 | 481.8106 | 481.8106 | 481.8106 |
Max Trade Drawdown | -1120856 | -58980 | -1193878 | -9323483 | -2477058 | -7926556 |
Profit Factor | 0.3432 | 1.8085 | 0.2057 | 1.1178 | 0.8152 | 1.3149 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 38 | 19 | 19 | 34 | 15 | 19 |
Losing Trades | 21 | 10 | 11 | 25 | 14 | 11 |
Profitability (%) | 64.4068 | 65.5172 | 63.3333 | 57.6271 | 51.7241 | 63.3333 |
Ratio Avg Win / Avg Loss | 0.1896 | 0.9519 | 0.1191 | 0.8219 | 0.7609 | 0.7612 |
Largest Winning Trade | 40940 | 39050 | 40940 | 3467294 | 990047 | 3467294 |
Largest Losing Trade | -1048028 | -25491 | -1048028 | -4280688 | -2036674 | -4280688 |
Avg Bars in Trades | 68 | 54 | 82 | 68 | 54 | 82 |
Avg Bars in Winners | 31 | 24 | 38 | 48 | 30 | 62 |
Avg Bars in Losers | 135 | 111 | 158 | 96 | 80 | 117 |
Bars Traded | 4064 | 1584 | 2480 | 4064 | 1584 | 2480 |
Profit Streak | 74.1609 | 0 | 242.6609 | 74.1609 | 0 | 242.6609 |
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 | -295326 | -578125 | -283588 | -580609 | 314621 |
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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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