Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -717855.3611 | 118143.734 | -835999.0951 | -1175709.7257 | -6203892.3111 | 5028182.5854 |
Total P&L (%) | -717.8554 | 118.1437 | -835.9991 | -1175.7097 | -6203.8923 | 5028.1826 |
Avg Daily Profit (%) | -0.393 | 0.0647 | -0.4577 | 0 | 0 | 0.2158 |
Buy And Hold Return (%) | 773.3816 | 773.3816 | 773.3816 | 773.3816 | 773.3816 | 773.3816 |
Max Trade Drawdown | -869401 | -143264 | -892541 | -11064822 | -8216243 | -3459843 |
Profit Factor | 0.4891 | 1.4335 | 0.2618 | 0.944 | 0.4521 | 1.5196 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 34 | 18 | 16 | 27 | 14 | 13 |
Losing Trades | 24 | 11 | 13 | 31 | 15 | 16 |
Profitability (%) | 58.6207 | 62.069 | 55.1724 | 46.5517 | 48.2759 | 44.8276 |
Ratio Avg Win / Avg Loss | 0.3453 | 0.876 | 0.2127 | 1.0839 | 0.4844 | 1.8703 |
Largest Winning Trade | 67744 | 67744 | 53492 | 10291514 | 1276065 | 10291514 |
Largest Losing Trade | -387006 | -77743 | -387006 | -7530033 | -7530033 | -3288009 |
Avg Bars in Trades | 178 | 192 | 165 | 178 | 192 | 165 |
Avg Bars in Winners | 93 | 101 | 84 | 189 | 207 | 169 |
Avg Bars in Losers | 299 | 341 | 264 | 170 | 178 | 161 |
Bars Traded | 10377 | 5584 | 4793 | 10377 | 5584 | 4793 |
Profit Streak | 47.5121 | 74.6788 | 0 | 0 | 0 | 169.1788 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758600 | -271047 | -580162 | -759952 | -581503 | 334020 |
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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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