Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1116271.8382 | 236719.1997 | -1352991.038 | -545843.1582 | -7046996.9678 | 6501153.8096 |
Total P&L (%) | -1116.2718 | 236.7192 | -1352.991 | -545.8432 | -7046.997 | 6501.1538 |
Avg Daily Profit (%) | -0.5684 | 0.1205 | -0.6889 | 0 | 0 | 0.2136 |
Buy And Hold Return (%) | 1885.348 | 1885.348 | 1885.348 | 1885.348 | 1885.348 | 1885.348 |
Max Trade Drawdown | -1463895 | -135353 | -1536671 | -17624599 | -10256555 | -8055115 |
Profit Factor | 0.3998 | 1.9647 | 0.162 | 0.9731 | 0.3892 | 1.7401 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 36 | 17 | 19 | 34 | 19 | 15 |
Losing Trades | 22 | 12 | 10 | 24 | 10 | 14 |
Profitability (%) | 62.069 | 58.6207 | 65.5172 | 58.6207 | 65.5172 | 51.7241 |
Ratio Avg Win / Avg Loss | 0.2443 | 1.3868 | 0.0853 | 0.6869 | 0.2049 | 1.6241 |
Largest Winning Trade | 135983 | 135983 | 52381 | 13473489 | 1405970 | 13473489 |
Largest Losing Trade | -1321049 | -56564 | -1321049 | -9756750 | -9756750 | -7762553 |
Avg Bars in Trades | 65 | 65 | 65 | 65 | 65 | 65 |
Avg Bars in Winners | 45 | 45 | 44 | 68 | 67 | 70 |
Avg Bars in Losers | 98 | 93 | 105 | 60 | 61 | 60 |
Bars Traded | 3793 | 1894 | 1899 | 3793 | 1894 | 1899 |
Profit Streak | 445.1236 | 445.1236 | 562.6236 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757375 | -193610 | -577487 | -759160 | -578821 | 320691 |
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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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