Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1102295.1129 | -2532.0913 | -1099763.0217 | -661704.3273 | -4202713.1553 | 3541008.828 |
Total P&L (%) | -1102.2951 | -2.5321 | -1099.763 | -661.7043 | -4202.7132 | 3541.0088 |
Avg Daily Profit (%) | -0.6079 | -0.0014 | -0.6065 | 0 | 0 | 0.1984 |
Buy And Hold Return (%) | 465.1224 | 465.1224 | 465.1224 | 465.1224 | 465.1224 | 465.1224 |
Max Trade Drawdown | -1212161 | -150487 | -1145773 | -10351115 | -7692480 | -2658634 |
Profit Factor | 0.3376 | 0.9916 | 0.1932 | 0.9626 | 0.5787 | 1.4601 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 33 | 17 | 16 | 29 | 14 | 15 |
Losing Trades | 26 | 12 | 14 | 30 | 15 | 15 |
Profitability (%) | 55.9322 | 58.6207 | 53.3333 | 49.1525 | 48.2759 | 50 |
Ratio Avg Win / Avg Loss | 0.266 | 0.6999 | 0.169 | 0.9957 | 0.62 | 1.4601 |
Largest Winning Trade | 50308 | 48403 | 50308 | 6961393 | 1540368 | 6961393 |
Largest Losing Trade | -532687 | -80156 | -532687 | -7211394 | -7211394 | -1987414 |
Avg Bars in Trades | 359 | 369 | 351 | 359 | 369 | 351 |
Avg Bars in Winners | 213 | 230 | 196 | 349 | 351 | 347 |
Avg Bars in Losers | 545 | 564 | 528 | 370 | 385 | 354 |
Bars Traded | 21234 | 10704 | 10530 | 21234 | 10704 | 10530 |
Profit Streak | 30.7784 | 166.5284 | 30.7784 | 0 | 0 | 0 |
Trades During Streak | 2 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758507 | -578361 | -579853 | -760607 | -581503 | 325404 |
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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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