Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1481435.2966 | 83763.3481 | -1565198.6447 | 142609.3876 | -4564374.2386 | 4706983.6262 |
Total P&L (%) | -1481.4353 | 83.7633 | -1565.1986 | 142.6094 | -4564.3742 | 4706.9836 |
Avg Daily Profit (%) | -0.7543 | 0.0426 | -0.7969 | 0.0451 | 0 | 0.1974 |
Buy And Hold Return (%) | 1593.75 | 1593.75 | 1593.75 | 1593.75 | 1593.75 | 1593.75 |
Max Trade Drawdown | -1720257 | -126620 | -1683862 | -7566790 | -4837841 | -5141883 |
Profit Factor | 0.2761 | 1.3768 | 0.1419 | 1.0104 | 0.1492 | 1.5656 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 36 | 19 | 17 | 34 | 17 | 17 |
Losing Trades | 22 | 10 | 12 | 24 | 12 | 12 |
Profitability (%) | 62.069 | 65.5172 | 58.6207 | 58.6207 | 58.6207 | 58.6207 |
Ratio Avg Win / Avg Loss | 0.1687 | 0.7246 | 0.1002 | 0.7132 | 0.1053 | 1.1052 |
Largest Winning Trade | 60034 | 60034 | 58259 | 12379033 | 198533 | 12379033 |
Largest Losing Trade | -1375949 | -57423 | -1375949 | -4349030 | -2018415 | -4349030 |
Avg Bars in Trades | 65 | 68 | 62 | 65 | 68 | 62 |
Avg Bars in Winners | 39 | 39 | 38 | 43 | 44 | 42 |
Avg Bars in Losers | 108 | 121 | 97 | 96 | 102 | 91 |
Bars Traded | 3797 | 1974 | 1822 | 3797 | 1974 | 1822 |
Profit Streak | 397.263 | 0 | 551.763 | 397.263 | 0 | 551.763 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758127 | -300875 | -578756 | -686929 | -579715 | 309296 |
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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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