Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1015535.4455 | 25339.2994 | -1040874.7449 | 1321187.8067 | -1876578.1859 | 3197765.9926 |
Total P&L (%) | -1015.5354 | 25.3393 | -1040.8747 | 1321.1878 | -1876.5782 | 3197.766 |
Avg Daily Profit (%) | -0.5415 | 0.0135 | -0.555 | 0.1416 | 0 | 0.1866 |
Buy And Hold Return (%) | 272.8175 | 272.8175 | 272.8175 | 272.8175 | 272.8175 | 272.8175 |
Max Trade Drawdown | -1240423 | -107119 | -1166791 | -3234848 | -3250966 | -1867723 |
Profit Factor | 0.3107 | 1.1242 | 0.18 | 1.1982 | 0.5238 | 2.1738 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 45 | 22 | 23 | 47 | 24 | 23 |
Losing Trades | 14 | 7 | 7 | 12 | 5 | 7 |
Profitability (%) | 76.2712 | 75.8621 | 76.6667 | 79.661 | 82.7586 | 76.6667 |
Ratio Avg Win / Avg Loss | 0.0967 | 0.3577 | 0.0548 | 0.3059 | 0.1091 | 0.6616 |
Largest Winning Trade | 26158 | 24178 | 26158 | 3716300 | 363920 | 3716300 |
Largest Losing Trade | -890580 | -77626 | -890580 | -2873270 | -2873270 | -1867723 |
Avg Bars in Trades | 123 | 153 | 94 | 123 | 153 | 94 |
Avg Bars in Winners | 46 | 51 | 41 | 61 | 63 | 60 |
Avg Bars in Losers | 371 | 472 | 270 | 364 | 584 | 206 |
Bars Traded | 7274 | 4437 | 2837 | 7274 | 4437 | 2837 |
Profit Streak | 157.0548 | 157.0548 | 278.8048 | 157.0548 | 157.0548 | 278.8048 |
Trades During Streak | 9 | 4 | 8 | 9 | 4 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -755342 | -421505 | -575910 | -183315 | -575293 | 509356 |
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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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