Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1089715.835 | 122074.604 | -1211790.4391 | 3417378.5029 | -25469641.5212 | 28887020.0241 |
Total P&L (%) | -1089.7158 | 122.0746 | -1211.7904 | 3417.3785 | -25469.6415 | 28887.02 |
Avg Daily Profit (%) | -0.4818 | 0.054 | -0.5358 | 0.1575 | 0 | 0.251 |
Buy And Hold Return (%) | 323.707 | 323.707 | 323.707 | 323.707 | 323.707 | 323.707 |
Max Trade Drawdown | -1251443 | -113850 | -1294069 | -37365541 | -34588264 | -17456595 |
Profit Factor | 0.3573 | 1.5593 | 0.1798 | 1.0455 | 0.4757 | 2.09 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 35 | 16 | 19 | 29 | 12 | 17 |
Losing Trades | 24 | 13 | 11 | 30 | 17 | 13 |
Profitability (%) | 59.322 | 55.1724 | 63.3333 | 49.1525 | 41.3793 | 56.6667 |
Ratio Avg Win / Avg Loss | 0.245 | 1.267 | 0.1041 | 1.0816 | 0.6739 | 1.5983 |
Largest Winning Trade | 82377 | 82377 | 47483 | 21712819 | 11683157 | 21712819 |
Largest Losing Trade | -1019073 | -43983 | -1019073 | -13960548 | -13214445 | -13960548 |
Avg Bars in Trades | 135 | 159 | 112 | 135 | 159 | 112 |
Avg Bars in Winners | 58 | 50 | 65 | 86 | 65 | 101 |
Avg Bars in Losers | 247 | 292 | 194 | 182 | 225 | 126 |
Bars Traded | 7992 | 4615 | 3377 | 7992 | 4615 | 3377 |
Profit Streak | 75.8697 | 0 | 255.8697 | 75.8697 | 0 | 255.8697 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758511 | -284334 | -578126 | -342053 | -584185 | 512458 |
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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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