Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -837776.168 | 98948.3376 | -936724.5056 | 1430700.362 | -4511129.7335 | 5941830.0954 |
Total P&L (%) | -837.7762 | 98.9483 | -936.7245 | 1430.7004 | -4511.1297 | 5941.8301 |
Avg Daily Profit (%) | -0.3714 | 0.0439 | -0.4153 | 0.121 | 0 | 0.182 |
Buy And Hold Return (%) | 584.7507 | 584.7507 | 584.7507 | 584.7507 | 584.7507 | 584.7507 |
Max Trade Drawdown | -961556 | -109810 | -1047319 | -7491846 | -6167891 | -3937285 |
Profit Factor | 0.3896 | 1.5306 | 0.2102 | 1.1007 | 0.4698 | 2.0428 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 36 | 17 | 19 | 32 | 14 | 18 |
Losing Trades | 23 | 12 | 11 | 27 | 15 | 12 |
Profitability (%) | 61.0169 | 58.6207 | 63.3333 | 54.2373 | 48.2759 | 60 |
Ratio Avg Win / Avg Loss | 0.2489 | 1.0805 | 0.1217 | 0.9287 | 0.5033 | 1.3619 |
Largest Winning Trade | 58288 | 51999 | 58288 | 4257326 | 1624873 | 4257326 |
Largest Losing Trade | -904500 | -37649 | -904500 | -3129408 | -3129408 | -2570899 |
Avg Bars in Trades | 68 | 79 | 57 | 68 | 79 | 57 |
Avg Bars in Winners | 40 | 46 | 34 | 46 | 47 | 46 |
Avg Bars in Losers | 111 | 125 | 96 | 93 | 108 | 74 |
Bars Traded | 4021 | 2294 | 1727 | 4021 | 2294 | 1727 |
Profit Streak | 0 | 64.0468 | 0 | 0 | 64.0468 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758849 | -296975 | -579097 | -325281 | -580944 | 428560 |
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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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