Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -14244.5092 | 161201.5017 | -175446.0109 | -2244022.7519 | -1158796.8153 | -1085225.9366 |
Total P&L (%) | -14.2445 | 161.2015 | -175.446 | -2244.0228 | -1158.7968 | -1085.2259 |
Avg Daily Profit (%) | -0.0132 | 0.1488 | -0.162 | 0 | 0 | 0 |
Buy And Hold Return (%) | 17.9796 | 17.9796 | 17.9796 | 17.9796 | 17.9796 | 17.9796 |
Max Trade Drawdown | -360594 | -63872 | -75984 | -2236832 | -1223741 | -986750 |
Profit Factor | 0.9763 | 2.1346 | 0.6186 | 0.3723 | 0.3521 | 0.3926 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 40 | 17 | 23 | 15 | 11 | 4 |
Losing Trades | 17 | 12 | 5 | 42 | 18 | 24 |
Profitability (%) | 70.1754 | 58.6207 | 82.1429 | 26.3158 | 37.931 | 14.2857 |
Ratio Avg Win / Avg Loss | 0.4149 | 1.5068 | 0.1345 | 1.0424 | 0.5761 | 2.3553 |
Largest Winning Trade | 58666 | 58666 | 30987 | 387484 | 223815 | 387484 |
Largest Losing Trade | -347599 | -47757 | -347599 | -506173 | -506173 | -322605 |
Avg Bars in Trades | 106 | 90 | 123 | 106 | 90 | 123 |
Avg Bars in Winners | 90 | 60 | 112 | 147 | 141 | 162 |
Avg Bars in Losers | 145 | 134 | 172 | 92 | 59 | 116 |
Bars Traded | 6090 | 2634 | 3456 | 6090 | 2634 | 3456 |
Profit Streak | 54.029 | 54.029 | 151.029 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -756193 | 422367 | -596323 | -782904 | -585526 | -676092 |
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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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