Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2685455.4754 | -68030.1192 | -2617425.3562 | 1307480.7642 | -2577438.5191 | 3884919.2832 |
Total P&L (%) | -2685.4555 | -68.0301 | -2617.4254 | 1307.4808 | -2577.4385 | 3884.9193 |
Avg Daily Profit (%) | -1.4905 | -0.0378 | -1.4528 | 0.1469 | 0 | 0.2047 |
Buy And Hold Return (%) | 67.3758 | 67.3758 | 67.3758 | 67.3758 | 67.3758 | 67.3758 |
Max Trade Drawdown | -958236 | -108488 | -928012 | -10687832 | -3148853 | -8686814 |
Profit Factor | 0.1628 | 0.6851 | 0.125 | 1.0629 | 0.4832 | 1.2457 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 29 | 14 | 15 | 31 | 15 | 16 |
Losing Trades | 29 | 15 | 14 | 27 | 14 | 13 |
Profitability (%) | 50 | 48.2759 | 51.7241 | 53.4483 | 51.7241 | 55.1724 |
Ratio Avg Win / Avg Loss | 0.1628 | 0.734 | 0.1167 | 0.9257 | 0.451 | 1.0121 |
Largest Winning Trade | 59888 | 36403 | 59888 | 13049704 | 497820 | 13049704 |
Largest Losing Trade | -1876415 | -33884 | -1876415 | -8686814 | -1499571 | -8686814 |
Avg Bars in Trades | 89 | 45 | 132 | 89 | 45 | 132 |
Avg Bars in Winners | 90 | 20 | 155 | 96 | 23 | 164 |
Avg Bars in Losers | 87 | 68 | 108 | 80 | 69 | 93 |
Bars Traded | 5169 | 1322 | 3847 | 5169 | 1322 | 3847 |
Profit Streak | 51.6199 | 51.6199 | 76.2866 | 51.6199 | 51.6199 | 76.2866 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -759289 | -580939 | -580051 | -327653 | -580045 | 324133 |
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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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