Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1350274.2888 | -72934.0332 | -1277340.2556 | 59622.6532 | -5840896.558 | 5900519.2111 |
Total P&L (%) | -1350.2743 | -72.934 | -1277.3403 | 59.6227 | -5840.8966 | 5900.5192 |
Avg Daily Profit (%) | -0.723 | -0.0391 | -0.684 | 0.025 | 0 | 0.2195 |
Buy And Hold Return (%) | 632.419 | 632.419 | 632.419 | 632.419 | 632.419 | 632.419 |
Max Trade Drawdown | -1488318 | -181846 | -1363554 | -5986780 | -5967747 | -2033482 |
Profit Factor | 0.1853 | 0.6474 | 0.1193 | 1.0061 | 0.1585 | 3.0788 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 46 | 22 | 24 | 42 | 18 | 24 |
Losing Trades | 15 | 8 | 7 | 19 | 12 | 7 |
Profitability (%) | 75.4098 | 73.3333 | 77.4194 | 68.8525 | 60 | 77.4194 |
Ratio Avg Win / Avg Loss | 0.0604 | 0.2354 | 0.0348 | 0.4551 | 0.1056 | 0.898 |
Largest Winning Trade | 26711 | 23379 | 26711 | 5503385 | 417543 | 5503385 |
Largest Losing Trade | -802938 | -80329 | -802938 | -4883639 | -4883639 | -1731231 |
Avg Bars in Trades | 57 | 72 | 43 | 57 | 72 | 43 |
Avg Bars in Winners | 15 | 20 | 10 | 21 | 17 | 24 |
Avg Bars in Losers | 188 | 215 | 158 | 138 | 154 | 111 |
Bars Traded | 3528 | 2167 | 1361 | 3528 | 2167 | 1361 |
Profit Streak | 78.7585 | 78.7585 | 243.7585 | 78.7585 | 78.7585 | 243.7585 |
Trades During Streak | 11 | 5 | 8 | 11 | 5 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -741825 | -576337 | -575793 | -702576 | -578065 | 586557 |
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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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