Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1607987.0435 | -109802.4356 | -1498184.6078 | -21659.2289 | -4180101.7699 | 4158442.541 |
Total P&L (%) | -1607.987 | -109.8024 | -1498.1846 | -21.6592 | -4180.1018 | 4158.4425 |
Avg Daily Profit (%) | -0.7107 | -0.0485 | -0.6621 | -0.0108 | 0 | 0.1659 |
Buy And Hold Return (%) | 129.6053 | 129.6053 | 129.6053 | 129.6053 | 129.6053 | 129.6053 |
Max Trade Drawdown | -1752723 | -190016 | -1606067 | -5706876 | -4235161 | -1476842 |
Profit Factor | 0.2177 | 0.6756 | 0.1274 | 0.997 | 0.1394 | 2.7866 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 54.2373 | 48.2759 | 60 | 54.2373 | 48.2759 | 60 |
Ratio Avg Win / Avg Loss | 0.1837 | 0.7239 | 0.0849 | 0.8412 | 0.1494 | 1.8577 |
Largest Winning Trade | 59987 | 59987 | 33885 | 5472202 | 349405 | 5472202 |
Largest Losing Trade | -1044515 | -59618 | -1044515 | -2534408 | -2534408 | -690682 |
Avg Bars in Trades | 111 | 124 | 98 | 111 | 124 | 98 |
Avg Bars in Winners | 52 | 65 | 42 | 61 | 69 | 55 |
Avg Bars in Losers | 180 | 179 | 183 | 170 | 175 | 164 |
Bars Traded | 6572 | 3604 | 2968 | 6572 | 3604 | 2968 |
Profit Streak | 13.0419 | 0 | 284.3752 | 13.0419 | 0 | 284.3752 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -759120 | -581503 | -578158 | -759120 | -581503 | 564623 |
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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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