Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1855280.6815 | -116391.0938 | -1738889.5877 | -11411.6884 | -5767121.3234 | 5755709.635 |
Total P&L (%) | -1855.2807 | -116.3911 | -1738.8896 | -11.4117 | -5767.1213 | 5755.7096 |
Avg Daily Profit (%) | -0.8905 | -0.0559 | -0.8347 | -0.0058 | 0 | 0.1956 |
Buy And Hold Return (%) | 772.9483 | 772.9483 | 772.9483 | 772.9483 | 772.9483 | 772.9483 |
Max Trade Drawdown | -1887010 | -187667 | -1769365 | -7499568 | -5764062 | -1988444 |
Profit Factor | 0.1643 | 0.6368 | 0.0846 | 0.9988 | 0.0748 | 2.9585 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 33 | 15 | 18 | 27 | 11 | 16 |
Losing Trades | 24 | 13 | 11 | 30 | 17 | 13 |
Profitability (%) | 57.8947 | 53.5714 | 62.069 | 47.3684 | 39.2857 | 55.1724 |
Ratio Avg Win / Avg Loss | 0.1195 | 0.5519 | 0.0517 | 1.1097 | 0.1156 | 2.4038 |
Largest Winning Trade | 35262 | 35262 | 23270 | 8186831 | 115617 | 8186831 |
Largest Losing Trade | -1325860 | -61231 | -1325860 | -3063881 | -3063881 | -799470 |
Avg Bars in Trades | 423 | 473 | 374 | 423 | 473 | 374 |
Avg Bars in Winners | 152 | 153 | 152 | 177 | 131 | 209 |
Avg Bars in Losers | 794 | 843 | 737 | 643 | 695 | 576 |
Bars Traded | 24113 | 13263 | 10850 | 24113 | 13263 | 10850 |
Profit Streak | 86.2888 | 86.2888 | 289.6222 | 86.2888 | 86.2888 | 289.6222 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757891 | -600812 | -577920 | -758271 | -605441 | 562078 |
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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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