Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -988999.4246 | 131492.7725 | -1120492.1971 | 2003195.0636 | -6485597.5562 | 8488792.6198 |
Total P&L (%) | -988.9994 | 131.4928 | -1120.4922 | 2003.1951 | -6485.5976 | 8488.7926 |
Avg Daily Profit (%) | -0.4385 | 0.0583 | -0.4968 | 0.1352 | 0 | 0.1976 |
Buy And Hold Return (%) | 364.8308 | 364.8308 | 364.8308 | 364.8308 | 364.8308 | 364.8308 |
Max Trade Drawdown | -1181664 | -111183 | -1231141 | -10124535 | -7873700 | -4734236 |
Profit Factor | 0.4165 | 1.4909 | 0.2148 | 1.0797 | 0.5202 | 1.7313 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 33 | 14 | 19 | 29 | 11 | 18 |
Losing Trades | 26 | 15 | 11 | 30 | 18 | 12 |
Profitability (%) | 55.9322 | 48.2759 | 63.3333 | 49.1525 | 37.931 | 60 |
Ratio Avg Win / Avg Loss | 0.3281 | 1.5974 | 0.1243 | 1.117 | 0.8513 | 1.1542 |
Largest Winning Trade | 74249 | 74249 | 44283 | 8544780 | 2023765 | 8544780 |
Largest Losing Trade | -896742 | -45887 | -896742 | -5293927 | -5293927 | -3629169 |
Avg Bars in Trades | 142 | 152 | 131 | 142 | 152 | 131 |
Avg Bars in Winners | 112 | 136 | 95 | 122 | 150 | 105 |
Avg Bars in Losers | 179 | 167 | 195 | 161 | 154 | 172 |
Bars Traded | 8391 | 4432 | 3959 | 8391 | 4432 | 3959 |
Profit Streak | 142.0702 | 142.0702 | 402.5702 | 142.0702 | 142.0702 | 402.5702 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758157 | -278636 | -577719 | -324497 | -584955 | 461329 |
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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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