Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -919385.4652 | -610.4417 | -918775.0234 | 322458.8439 | -10411831.2283 | 10734290.0722 |
Total P&L (%) | -919.3855 | -0.6104 | -918.775 | 322.4588 | -10411.8312 | 10734.2901 |
Avg Daily Profit (%) | -0.4901 | -0.0003 | -0.4898 | 0.0768 | 0 | 0.2501 |
Buy And Hold Return (%) | 366.52 | 366.52 | 366.52 | 366.52 | 366.52 | 366.52 |
Max Trade Drawdown | -1052964 | -177366 | -991978 | -9308206 | -10527254 | -4166914 |
Profit Factor | 0.3126 | 0.9969 | 0.1931 | 1.0167 | 0.1849 | 2.628 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 48 | 23 | 25 | 34 | 15 | 19 |
Losing Trades | 14 | 8 | 6 | 28 | 16 | 12 |
Profitability (%) | 77.4194 | 74.1935 | 80.6452 | 54.8387 | 48.3871 | 61.2903 |
Ratio Avg Win / Avg Loss | 0.0912 | 0.3468 | 0.0463 | 0.8372 | 0.1972 | 1.6598 |
Largest Winning Trade | 30269 | 30269 | 29433 | 14281013 | 1276041 | 14281013 |
Largest Losing Trade | -802299 | -67828 | -802299 | -6509706 | -6509706 | -1962998 |
Avg Bars in Trades | 55 | 59 | 50 | 55 | 59 | 50 |
Avg Bars in Winners | 15 | 17 | 13 | 17 | 8 | 24 |
Avg Bars in Losers | 189 | 181 | 201 | 100 | 108 | 90 |
Bars Traded | 3411 | 1855 | 1556 | 3411 | 1855 | 1556 |
Profit Streak | 0 | 0 | 242.7823 | 0 | 0 | 242.7823 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -735723 | -577681 | -575512 | -617884 | -581445 | 585186 |
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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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