Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -398083.5757 | 21888.4594 | -419972.0351 | 11473144.2298 | -1028571.9041 | 12501716.1338 |
Total P&L (%) | -398.0836 | 21.8885 | -419.972 | 11473.1442 | -1028.5719 | 12501.7161 |
Avg Daily Profit (%) | -0.2203 | 0.0121 | -0.2324 | 0.2633 | 0 | 0.268 |
Buy And Hold Return (%) | 178.5695 | 178.5695 | 178.5695 | 178.5695 | 178.5695 | 178.5695 |
Max Trade Drawdown | -544766 | -34677 | -544653 | -5684849 | -4013293 | -2229530 |
Profit Factor | 0.539 | 1.2354 | 0.455 | 2.0208 | 0.8126 | 3.1738 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 38 | 18 | 20 | 30 | 16 | 14 |
Losing Trades | 23 | 13 | 10 | 31 | 15 | 16 |
Profitability (%) | 62.2951 | 58.0645 | 66.6667 | 49.1803 | 51.6129 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.3262 | 0.8922 | 0.2275 | 2.0882 | 0.7618 | 3.6272 |
Largest Winning Trade | 42423 | 18303 | 42423 | 8460234 | 1228576 | 8460234 |
Largest Losing Trade | -407342 | -20895 | -407342 | -2254648 | -2254648 | -1736934 |
Avg Bars in Trades | 48 | 10 | 87 | 48 | 10 | 87 |
Avg Bars in Winners | 39 | 11 | 65 | 50 | 9 | 96 |
Avg Bars in Losers | 64 | 10 | 133 | 47 | 12 | 80 |
Bars Traded | 2975 | 338 | 2637 | 2975 | 338 | 2637 |
Profit Streak | 0 | 0 | 160.2026 | 0 | 0 | 160.2026 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -745183 | -343127 | -578087 | -153899 | -580331 | 501056 |
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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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