Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1105017.6437 | 47052.8117 | -1152070.4554 | -6282604.4059 | 4411841.8675 | -10694446.2734 |
Total P&L (%) | -1105.0176 | 47.0528 | -1152.0705 | -6282.6044 | 4411.8419 | -10694.4463 |
Avg Daily Profit (%) | -0.5113 | 0.0218 | -0.533 | 0 | 0.1764 | 0 |
Buy And Hold Return (%) | 426.2238 | 426.2238 | 426.2238 | 426.2238 | 426.2238 | 426.2238 |
Max Trade Drawdown | -1324721 | -121412 | -1299325 | -14035213 | -4648625 | -10787949 |
Profit Factor | 0.3538 | 1.1716 | 0.1976 | 0.6819 | 1.6894 | 0.1991 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 41 | 19 | 22 | 29 | 17 | 12 |
Losing Trades | 18 | 10 | 8 | 30 | 12 | 18 |
Profitability (%) | 69.4915 | 65.5172 | 73.3333 | 49.1525 | 58.6207 | 40 |
Ratio Avg Win / Avg Loss | 0.1553 | 0.6166 | 0.0719 | 0.7054 | 1.1925 | 0.2986 |
Largest Winning Trade | 40625 | 40625 | 24153 | 7039793 | 7039793 | 1453961 |
Largest Losing Trade | -731423 | -63814 | -731423 | -4931254 | -2261768 | -4931254 |
Avg Bars in Trades | 208 | 219 | 196 | 208 | 219 | 196 |
Avg Bars in Winners | 90 | 102 | 80 | 233 | 292 | 149 |
Avg Bars in Losers | 475 | 444 | 515 | 183 | 116 | 228 |
Bars Traded | 12280 | 6378 | 5902 | 12280 | 6378 | 5902 |
Profit Streak | 76.7345 | 0 | 348.0679 | 0 | 319.0679 | 0 |
Trades During Streak | 1 | 0 | 5 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757193 | -361066 | -576417 | -760607 | 430367 | -584714 |
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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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