Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1407916.3282 | 114902.347 | -1522818.6752 | -4429659.5824 | 5055283.2784 | -9484942.8609 |
Total P&L (%) | -1407.9163 | 114.9023 | -1522.8187 | -4429.6596 | 5055.2833 | -9484.9429 |
Avg Daily Profit (%) | -0.6338 | 0.0517 | -0.6855 | 0 | 0.1776 | 0 |
Buy And Hold Return (%) | 437.853 | 437.853 | 437.853 | 437.853 | 437.853 | 437.853 |
Max Trade Drawdown | -1648992 | -93272 | -1660693 | -11590198 | -5055916 | -9530382 |
Profit Factor | 0.2814 | 1.5087 | 0.1215 | 0.8349 | 1.4148 | 0.3521 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 34 | 18 | 16 | 26 | 14 | 12 |
Losing Trades | 25 | 11 | 14 | 33 | 15 | 18 |
Profitability (%) | 57.6271 | 62.069 | 53.3333 | 44.0678 | 48.2759 | 40 |
Ratio Avg Win / Avg Loss | 0.2069 | 0.922 | 0.1063 | 1.0597 | 1.5159 | 0.5281 |
Largest Winning Trade | 72907 | 72907 | 45439 | 3653976 | 3653976 | 1451353 |
Largest Losing Trade | -1646797 | -48724 | -1646797 | -3995951 | -2736453 | -3995951 |
Avg Bars in Trades | 69 | 86 | 53 | 69 | 86 | 53 |
Avg Bars in Winners | 37 | 49 | 23 | 99 | 135 | 58 |
Avg Bars in Losers | 113 | 146 | 87 | 45 | 41 | 49 |
Bars Traded | 4111 | 2513 | 1598 | 4111 | 2513 | 1598 |
Profit Streak | 45.7005 | 73.2005 | 45.7005 | 0 | 0 | 0 |
Trades During Streak | 2 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758301 | -287452 | -579836 | -760918 | 324629 | -584714 |
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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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