Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1599476.4143 | -114053.3807 | -1485423.0337 | -54157.2287 | -4126606.7759 | 4072449.5472 |
Total P&L (%) | -1599.4764 | -114.0534 | -1485.423 | -54.1572 | -4126.6068 | 4072.4495 |
Avg Daily Profit (%) | -0.8555 | -0.061 | -0.7945 | -0.0417 | 0 | 0.1998 |
Buy And Hold Return (%) | 541.6573 | 541.6573 | 541.6573 | 541.6573 | 541.6573 | 541.6573 |
Max Trade Drawdown | -1772038 | -212965 | -1564293 | -4391136 | -4803708 | -2464753 |
Profit Factor | 0.2069 | 0.603 | 0.1411 | 0.9942 | 0.1664 | 1.9199 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 36 | 13 | 23 | 38 | 14 | 24 |
Losing Trades | 23 | 16 | 7 | 21 | 15 | 6 |
Profitability (%) | 61.0169 | 44.8276 | 76.6667 | 64.4068 | 48.2759 | 80 |
Ratio Avg Win / Avg Loss | 0.1322 | 0.7422 | 0.043 | 0.5494 | 0.1783 | 0.48 |
Largest Winning Trade | 41970 | 41970 | 34509 | 5021396 | 478893 | 5021396 |
Largest Losing Trade | -890510 | -56263 | -890510 | -2464753 | -2352084 | -2464753 |
Avg Bars in Trades | 91 | 111 | 73 | 91 | 111 | 73 |
Avg Bars in Winners | 39 | 45 | 35 | 54 | 59 | 52 |
Avg Bars in Losers | 173 | 164 | 195 | 158 | 160 | 155 |
Bars Traded | 5420 | 3228 | 2192 | 5420 | 3228 | 2192 |
Profit Streak | 156.7855 | 156.7855 | 277.4522 | 156.7855 | 156.7855 | 277.4522 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757378 | -581492 | -575997 | -756939 | -580151 | 508185 |
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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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