Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2038511.7073 | -161734.8109 | -1876776.8964 | -140577.5417 | -2024625.9879 | 1884048.4462 |
Total P&L (%) | -2038.5117 | -161.7348 | -1876.7769 | -140.5775 | -2024.626 | 1884.0484 |
Avg Daily Profit (%) | -1.0981 | -0.0871 | -1.011 | 0 | 0 | 0.1611 |
Buy And Hold Return (%) | 21.6055 | 21.6055 | 21.6055 | 21.6055 | 21.6055 | 21.6055 |
Max Trade Drawdown | -2141663 | -228979 | -1943256 | -2910993 | -2805534 | -2854217 |
Profit Factor | 0.131 | 0.4226 | 0.0914 | 0.9808 | 0.3918 | 1.4699 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 38 | 17 | 21 | 28 | 14 | 14 |
Losing Trades | 21 | 12 | 9 | 31 | 15 | 16 |
Profitability (%) | 64.4068 | 58.6207 | 70 | 47.4576 | 48.2759 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.0724 | 0.2983 | 0.0392 | 1.0859 | 0.4198 | 1.6799 |
Largest Winning Trade | 24662 | 23580 | 24662 | 4871277 | 1031419 | 4871277 |
Largest Losing Trade | -1679659 | -63628 | -1679659 | -2341730 | -1585566 | -2341730 |
Avg Bars in Trades | 358 | 427 | 292 | 358 | 427 | 292 |
Avg Bars in Winners | 152 | 202 | 112 | 358 | 468 | 248 |
Avg Bars in Losers | 731 | 745 | 713 | 359 | 388 | 331 |
Bars Traded | 21175 | 12393 | 8782 | 21175 | 12393 | 8782 |
Profit Streak | 83.3414 | 83.3414 | 287.1748 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -756954 | -578753 | -576841 | -759599 | -581503 | 309405 |
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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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