Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1838727.576 | 32381.1477 | -1871108.7237 | -1344542.7465 | 3560410.9947 | -4904953.7412 |
Total P&L (%) | -1838.7276 | 32.3811 | -1871.1087 | -1344.5427 | 3560.411 | -4904.9537 |
Avg Daily Profit (%) | -0.9807 | 0.0173 | -0.9979 | 0 | 0.1922 | 0 |
Buy And Hold Return (%) | 471.9192 | 471.9192 | 471.9192 | 471.9192 | 471.9192 | 471.9192 |
Max Trade Drawdown | -1947931 | -79088 | -1980349 | -8619164 | -2013246 | -10382435 |
Profit Factor | 0.2778 | 1.0992 | 0.157 | 0.9449 | 1.4437 | 0.7004 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 36 | 15 | 21 | 24 | 15 | 9 |
Losing Trades | 25 | 15 | 10 | 37 | 15 | 22 |
Profitability (%) | 59.0164 | 50 | 67.7419 | 39.3443 | 50 | 29.0323 |
Ratio Avg Win / Avg Loss | 0.1929 | 1.0992 | 0.0748 | 1.4567 | 1.4437 | 1.7122 |
Largest Winning Trade | 61836 | 61836 | 37350 | 2837351 | 2674349 | 2837351 |
Largest Losing Trade | -1279726 | -61681 | -1279726 | -4980535 | -1640117 | -4980535 |
Avg Bars in Trades | 59 | 59 | 59 | 59 | 59 | 59 |
Avg Bars in Winners | 38 | 35 | 41 | 80 | 82 | 77 |
Avg Bars in Losers | 89 | 83 | 99 | 45 | 36 | 52 |
Bars Traded | 3636 | 1783 | 1853 | 3636 | 1783 | 1853 |
Profit Streak | 84.4299 | 84.4299 | 127.9299 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -744244 | -446436 | -577558 | -749532 | 319869 | -590083 |
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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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