Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1101007.2159 | 6663.9607 | -1107671.1765 | -1145452.8936 | -8520997.3963 | 7375544.5027 |
Total P&L (%) | -1101.0072 | 6.664 | -1107.6712 | -1145.4529 | -8520.9974 | 7375.5445 |
Avg Daily Profit (%) | -0.602 | 0.0036 | -0.6056 | 0 | 0 | 0.2362 |
Buy And Hold Return (%) | 681.6858 | 681.6858 | 681.6858 | 681.6858 | 681.6858 | 681.6858 |
Max Trade Drawdown | -1194883 | -188934 | -1147316 | -23886958 | -15933935 | -9483124 |
Profit Factor | 0.3377 | 1.0228 | 0.1919 | 0.9677 | 0.5818 | 1.4876 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 29 | 14 | 15 | 34 | 16 | 18 |
Losing Trades | 29 | 15 | 14 | 24 | 13 | 11 |
Profitability (%) | 50 | 48.2759 | 51.7241 | 58.6207 | 55.1724 | 62.069 |
Ratio Avg Win / Avg Loss | 0.3377 | 1.0959 | 0.1791 | 0.6831 | 0.4727 | 0.9091 |
Largest Winning Trade | 62823 | 46739 | 62823 | 11708144 | 2759273 | 11708144 |
Largest Losing Trade | -556366 | -70423 | -556366 | -13610023 | -13610023 | -6912508 |
Avg Bars in Trades | 61 | 52 | 70 | 61 | 52 | 70 |
Avg Bars in Winners | 39 | 36 | 42 | 57 | 49 | 64 |
Avg Bars in Losers | 83 | 67 | 100 | 67 | 56 | 79 |
Bars Traded | 3561 | 1523 | 2038 | 3561 | 1523 | 2038 |
Profit Streak | 20.0121 | 25.5121 | 0 | 0 | 0 | 239.0121 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -759722 | -549314 | -580609 | -759160 | -580162 | 387864 |
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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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