Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1276230.1054 | -70545.338 | -1205684.7673 | -203.6865 | -2961860.0617 | 2961656.3752 |
Total P&L (%) | -1276.2301 | -70.5453 | -1205.6848 | -0.2037 | -2961.8601 | 2961.6564 |
Avg Daily Profit (%) | -0.6803 | -0.0376 | -0.6427 | -0.0001 | 0 | 0.1826 |
Buy And Hold Return (%) | 322.8523 | 322.8523 | 322.8523 | 322.8523 | 322.8523 | 322.8523 |
Max Trade Drawdown | -1457053 | -188265 | -1285467 | -3120555 | -3415607 | -1966531 |
Profit Factor | 0.2137 | 0.7442 | 0.1051 | 1 | 0.1932 | 2.2438 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 14 | 7 | 7 | 14 | 7 | 7 |
Profitability (%) | 77.4194 | 77.4194 | 77.4194 | 77.4194 | 77.4194 | 77.4194 |
Ratio Avg Win / Avg Loss | 0.0623 | 0.2171 | 0.0307 | 0.2917 | 0.0564 | 0.6544 |
Largest Winning Trade | 35711 | 35711 | 16364 | 4959751 | 355591 | 4959751 |
Largest Losing Trade | -944530 | -70745 | -944530 | -2233108 | -2233108 | -1913681 |
Avg Bars in Trades | 58 | 68 | 48 | 58 | 68 | 48 |
Avg Bars in Winners | 22 | 19 | 25 | 24 | 22 | 26 |
Avg Bars in Losers | 181 | 235 | 127 | 174 | 225 | 123 |
Bars Traded | 3621 | 2120 | 1501 | 3621 | 2120 | 1501 |
Profit Streak | 110.1365 | 158.1365 | 110.1365 | 110.1365 | 158.1365 | 110.1365 |
Trades During Streak | 14 | 8 | 7 | 14 | 8 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -734039 | -575763 | -575761 | -734039 | -575763 | 518325 |
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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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