Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1354869.7555 | -12216.9193 | -1342652.8362 | 588310.0138 | -10209771.5622 | 10798081.5761 |
Total P&L (%) | -1354.8698 | -12.2169 | -1342.6528 | 588.31 | -10209.7716 | 10798.0816 |
Avg Daily Profit (%) | -0.5973 | -0.0054 | -0.5919 | 0.0851 | 0 | 0.207 |
Buy And Hold Return (%) | 524.727 | 524.727 | 524.727 | 524.727 | 524.727 | 524.727 |
Max Trade Drawdown | -1484731 | -151825 | -1414385 | -15347269 | -13254199 | -5945071 |
Profit Factor | 0.2514 | 0.9498 | 0.1428 | 1.0229 | 0.4158 | 2.3178 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 34 | 16 | 18 | 32 | 13 | 19 |
Losing Trades | 23 | 12 | 11 | 25 | 15 | 10 |
Profitability (%) | 59.6491 | 57.1429 | 62.069 | 56.1404 | 46.4286 | 65.5172 |
Ratio Avg Win / Avg Loss | 0.1701 | 0.7124 | 0.0873 | 0.7992 | 0.4798 | 1.2199 |
Largest Winning Trade | 41788 | 41788 | 33028 | 10443473 | 3406400 | 10443473 |
Largest Losing Trade | -959864 | -49281 | -959864 | -7321261 | -7321261 | -3490817 |
Avg Bars in Trades | 70 | 77 | 64 | 70 | 77 | 64 |
Avg Bars in Winners | 43 | 46 | 41 | 55 | 58 | 53 |
Avg Bars in Losers | 111 | 120 | 102 | 90 | 94 | 85 |
Bars Traded | 4042 | 2179 | 1863 | 4042 | 2179 | 1863 |
Profit Streak | 146.2015 | 146.2015 | 149.2015 | 146.2015 | 146.2015 | 149.2015 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757613 | -599945 | -577916 | -581314 | -602260 | 529497 |
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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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