Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -406917.4078 | 169577.8957 | -576495.3034 | 15181279.8543 | 637090.3074 | 14544189.5468 |
Total P&L (%) | -406.9174 | 169.5779 | -576.4953 | 15181.2799 | 637.0903 | 14544.1895 |
Avg Daily Profit (%) | -0.1627 | 0.0678 | -0.2305 | 0.2013 | 0.0799 | 0.1996 |
Buy And Hold Return (%) | 230.8923 | 230.8923 | 230.8923 | 230.8923 | 230.8923 | 230.8923 |
Max Trade Drawdown | -664371 | -47822 | -697956 | -20089114 | -7460879 | -16631380 |
Profit Factor | 0.6091 | 2.1729 | 0.3569 | 1.3273 | 1.037 | 1.4988 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 37 | 17 | 20 | 31 | 17 | 14 |
Losing Trades | 22 | 12 | 10 | 28 | 12 | 16 |
Profitability (%) | 62.7119 | 58.6207 | 66.6667 | 52.5424 | 58.6207 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.3622 | 1.5338 | 0.1785 | 1.1989 | 0.732 | 1.7129 |
Largest Winning Trade | 72740 | 72740 | 38322 | 34203450 | 3511105 | 34203450 |
Largest Losing Trade | -553377 | -28005 | -553377 | -8842979 | -3192824 | -8842979 |
Avg Bars in Trades | 241 | 204 | 277 | 241 | 204 | 277 |
Avg Bars in Winners | 217 | 148 | 276 | 227 | 210 | 247 |
Avg Bars in Losers | 282 | 284 | 280 | 257 | 196 | 304 |
Bars Traded | 14259 | 5932 | 8327 | 14259 | 5932 | 8327 |
Profit Streak | 0 | 144.7661 | 0 | 0 | 144.7661 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758629 | -262410 | -578665 | -170870 | -269042 | 327597 |
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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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