Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -728327.2245 | 68648.2483 | -796975.4728 | 5869251.1415 | -10894098.4661 | 16763349.6076 |
Total P&L (%) | -728.3272 | 68.6482 | -796.9755 | 5869.2511 | -10894.0985 | 16763.3496 |
Avg Daily Profit (%) | -0.3055 | 0.0288 | -0.3343 | 0.1717 | 0 | 0.2153 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1035162 | -23418 | -1067840 | -74898255 | -17261150 | -59068331 |
Profit Factor | 0.4911 | 1.922 | 0.4126 | 1.0663 | 0.4178 | 1.2401 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 41 | 20 | 21 | 25 | 10 | 15 |
Losing Trades | 18 | 10 | 8 | 34 | 20 | 14 |
Profitability (%) | 69.4915 | 66.6667 | 72.4138 | 42.3729 | 33.3333 | 51.7241 |
Ratio Avg Win / Avg Loss | 0.2156 | 0.961 | 0.1572 | 1.4502 | 0.8355 | 1.1574 |
Largest Winning Trade | 63606 | 34469 | 63606 | 39281506 | 4488113 | 39281506 |
Largest Losing Trade | -465984 | -23357 | -465984 | -17378583 | -8119256 | -17378583 |
Avg Bars in Trades | 110 | 3 | 221 | 110 | 3 | 221 |
Avg Bars in Winners | 68 | 2 | 131 | 154 | 2 | 255 |
Avg Bars in Losers | 207 | 5 | 459 | 78 | 3 | 185 |
Bars Traded | 6525 | 94 | 6431 | 6525 | 94 | 6431 |
Profit Streak | 242.1689 | 423.1689 | 242.1689 | 242.1689 | 423.1689 | 242.1689 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -756350 | -149906 | -576955 | -320863 | -585690 | 324965 |
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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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