Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1185736.3911 | 130007.6392 | -1315744.0303 | 6510492.8901 | -49141862.5484 | 55652355.4385 |
Total P&L (%) | -1185.7364 | 130.0076 | -1315.744 | 6510.4929 | -49141.8625 | 55652.3554 |
Avg Daily Profit (%) | -0.5227 | 0.0573 | -0.5801 | 0.1849 | 0 | 0.2792 |
Buy And Hold Return (%) | 494.0635 | 494.0635 | 494.0635 | 494.0635 | 494.0635 | 494.0635 |
Max Trade Drawdown | -1362265 | -118227 | -1414193 | -64053914 | -62272347 | -14226121 |
Profit Factor | 0.3596 | 1.4902 | 0.1706 | 1.0555 | 0.4742 | 3.3237 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 41 | 19 | 22 | 33 | 14 | 19 |
Losing Trades | 16 | 9 | 7 | 24 | 14 | 10 |
Profitability (%) | 71.9298 | 67.8571 | 75.8621 | 57.8947 | 50 | 65.5172 |
Ratio Avg Win / Avg Loss | 0.1403 | 0.7059 | 0.0543 | 0.7676 | 0.4742 | 1.7493 |
Largest Winning Trade | 71946 | 71946 | 44970 | 45775865 | 17445628 | 45775865 |
Largest Losing Trade | -1031330 | -56093 | -1031330 | -37144739 | -37144739 | -7718282 |
Avg Bars in Trades | 106 | 116 | 96 | 106 | 116 | 96 |
Avg Bars in Winners | 46 | 40 | 52 | 57 | 37 | 71 |
Avg Bars in Losers | 259 | 278 | 233 | 174 | 195 | 144 |
Bars Traded | 6063 | 3271 | 2792 | 6063 | 3271 | 2792 |
Profit Streak | 84.9476 | 84.9476 | 281.2809 | 84.9476 | 84.9476 | 281.2809 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -756070 | -300768 | -576087 | -330400 | -601275 | 663055 |
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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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