Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -948192.6638 | 81866.7929 | -1030059.4566 | 1167241.7015 | -4337428.7228 | 5504670.4243 |
Total P&L (%) | -948.1927 | 81.8668 | -1030.0595 | 1167.2417 | -4337.4287 | 5504.6704 |
Avg Daily Profit (%) | -0.4002 | 0.0346 | -0.4347 | 0.1072 | 0 | 0.1701 |
Buy And Hold Return (%) | 531.9671 | 531.9671 | 531.9671 | 531.9671 | 531.9671 | 531.9671 |
Max Trade Drawdown | -1181184 | -106203 | -1160001 | -17309028 | -9520925 | -15312439 |
Profit Factor | 0.3867 | 1.3734 | 0.2236 | 1.0351 | 0.7089 | 1.2996 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 35 | 15 | 20 | 35 | 14 | 21 |
Losing Trades | 24 | 14 | 10 | 24 | 15 | 9 |
Profitability (%) | 59.322 | 51.7241 | 66.6667 | 59.322 | 48.2759 | 70 |
Ratio Avg Win / Avg Loss | 0.2652 | 1.2819 | 0.1118 | 0.7098 | 0.7595 | 0.557 |
Largest Winning Trade | 106681 | 106681 | 39015 | 6834746 | 2428600 | 6834746 |
Largest Losing Trade | -752360 | -52010 | -752360 | -11029358 | -5971404 | -11029358 |
Avg Bars in Trades | 76 | 87 | 65 | 76 | 87 | 65 |
Avg Bars in Winners | 45 | 59 | 34 | 54 | 63 | 48 |
Avg Bars in Losers | 121 | 117 | 126 | 107 | 109 | 104 |
Bars Traded | 4495 | 2535 | 1959 | 4495 | 2535 | 1959 |
Profit Streak | 140.193 | 140.193 | 250.193 | 140.193 | 140.193 | 250.193 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757591 | -310465 | -577289 | -415433 | -580152 | 364221 |
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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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