Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1361383.3154 | -31946.8627 | -1329436.4528 | -4658.521 | -11137011.757 | 11132353.2359 |
Total P&L (%) | -1361.3833 | -31.9469 | -1329.4365 | -4.6585 | -11137.0118 | 11132.3532 |
Avg Daily Profit (%) | -0.6014 | -0.0141 | -0.5873 | -0.0021 | 0 | 0.2088 |
Buy And Hold Return (%) | 374.1753 | 374.1753 | 374.1753 | 374.1753 | 374.1753 | 374.1753 |
Max Trade Drawdown | -1423183 | -209698 | -1362101 | -11855272 | -11150510 | -2406805 |
Profit Factor | 0.252 | 0.9033 | 0.1076 | 0.9998 | 0.2776 | 3.5146 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 34 | 18 | 16 | 28 | 14 | 14 |
Losing Trades | 25 | 11 | 14 | 31 | 15 | 16 |
Profitability (%) | 57.6271 | 62.069 | 53.3333 | 47.4576 | 48.2759 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.1853 | 0.552 | 0.0942 | 1.1069 | 0.2975 | 4.0167 |
Largest Winning Trade | 52228 | 52228 | 33564 | 12300744 | 2795184 | 12300744 |
Largest Losing Trade | -901099 | -62287 | -901099 | -4810892 | -4810892 | -1091502 |
Avg Bars in Trades | 102 | 121 | 84 | 102 | 121 | 84 |
Avg Bars in Winners | 41 | 39 | 44 | 48 | 33 | 63 |
Avg Bars in Losers | 185 | 255 | 131 | 151 | 202 | 103 |
Bars Traded | 6060 | 3516 | 2544 | 6060 | 3516 | 2544 |
Profit Streak | 82.313 | 82.313 | 285.9797 | 82.313 | 82.313 | 285.9797 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757922 | -578710 | -579001 | -758233 | -580945 | 535194 |
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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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