Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2267840.3614 | -176423.2153 | -2091417.1461 | -14206.5665 | -3505300.1635 | 3491093.597 |
Total P&L (%) | -2267.8404 | -176.4232 | -2091.4171 | -14.2066 | -3505.3002 | 3491.0936 |
Avg Daily Profit (%) | -1.2684 | -0.0987 | -1.1697 | -0.0086 | 0 | 0.2005 |
Buy And Hold Return (%) | 285.8785 | 285.8785 | 285.8785 | 285.8785 | 285.8785 | 285.8785 |
Max Trade Drawdown | -2399575 | -262666 | -2167964 | -17191559 | -6273669 | -13446795 |
Profit Factor | 0.1403 | 0.4801 | 0.0901 | 0.9994 | 0.4559 | 1.2138 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 37 | 16 | 21 | 39 | 17 | 22 |
Losing Trades | 21 | 13 | 8 | 19 | 12 | 7 |
Profitability (%) | 63.7931 | 55.1724 | 72.4138 | 67.2414 | 58.6207 | 75.8621 |
Ratio Avg Win / Avg Loss | 0.0796 | 0.39 | 0.0343 | 0.4869 | 0.3218 | 0.3862 |
Largest Winning Trade | 25847 | 25847 | 21291 | 17445134 | 1443136 | 17445134 |
Largest Losing Trade | -1063521 | -70226 | -1063521 | -13446795 | -2852745 | -13446795 |
Avg Bars in Trades | 89 | 108 | 70 | 89 | 108 | 70 |
Avg Bars in Winners | 27 | 25 | 28 | 35 | 32 | 37 |
Avg Bars in Losers | 198 | 210 | 179 | 199 | 215 | 171 |
Bars Traded | 5176 | 3144 | 2032 | 5176 | 3144 | 2032 |
Profit Streak | 76.883 | 76.883 | 282.2164 | 76.883 | 76.883 | 282.2164 |
Trades During Streak | 7 | 3 | 6 | 7 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -756926 | -578791 | -576513 | -756479 | -578344 | 383184 |
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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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