Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1589635.9378 | 200203.989 | -1789839.9268 | -6539511.9304 | 13869346.2182 | -20408858.1486 |
Total P&L (%) | -1589.6359 | 200.204 | -1789.8399 | -6539.5119 | 13869.3462 | -20408.8581 |
Avg Daily Profit (%) | -0.719 | 0.0905 | -0.8095 | 0 | 0.2237 | 0 |
Buy And Hold Return (%) | 365.5982 | 365.5982 | 365.5982 | 365.5982 | 365.5982 | 365.5982 |
Max Trade Drawdown | -1916313 | -96818 | -1938483 | -33260589 | -7814540 | -28820414 |
Profit Factor | 0.3056 | 1.9002 | 0.1339 | 0.9062 | 1.4992 | 0.5129 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 31 | 16 | 15 | 26 | 15 | 11 |
Losing Trades | 26 | 13 | 13 | 31 | 14 | 17 |
Profitability (%) | 54.386 | 55.1724 | 53.5714 | 45.614 | 51.7241 | 39.2857 |
Ratio Avg Win / Avg Loss | 0.2563 | 1.5439 | 0.1161 | 1.0804 | 1.3992 | 0.7927 |
Largest Winning Trade | 120989 | 120989 | 66992 | 12063303 | 12063303 | 9828257 |
Largest Losing Trade | -1906776 | -48496 | -1906776 | -8562775 | -6177353 | -8562775 |
Avg Bars in Trades | 73 | 83 | 62 | 73 | 83 | 62 |
Avg Bars in Winners | 56 | 77 | 34 | 89 | 106 | 65 |
Avg Bars in Losers | 93 | 92 | 95 | 60 | 59 | 61 |
Bars Traded | 4189 | 2432 | 1757 | 4189 | 2432 | 1757 |
Profit Streak | 18.4821 | 24.4821 | 0 | 0 | 0 | 28.4821 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -759146 | -233085 | -601370 | -760316 | 349539 | -604991 |
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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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