Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1036244.0819 | 7835.4141 | -1044079.496 | -629041.4257 | -2958571.9655 | 2329530.5398 |
Total P&L (%) | -1036.2441 | 7.8354 | -1044.0795 | -629.0414 | -2958.572 | 2329.5305 |
Avg Daily Profit (%) | -0.5715 | 0.0043 | -0.5758 | 0 | 0 | 0.1761 |
Buy And Hold Return (%) | 599.2762 | 599.2762 | 599.2762 | 599.2762 | 599.2762 | 599.2762 |
Max Trade Drawdown | -1146144 | -160476 | -1109363 | -6570817 | -5084813 | -1486003 |
Profit Factor | 0.3424 | 1.0284 | 0.1969 | 0.9388 | 0.5301 | 1.5844 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 33 | 16 | 17 | 24 | 10 | 14 |
Losing Trades | 25 | 13 | 12 | 34 | 19 | 15 |
Profitability (%) | 56.8966 | 55.1724 | 58.6207 | 41.3793 | 34.4828 | 48.2759 |
Ratio Avg Win / Avg Loss | 0.2594 | 0.8356 | 0.139 | 1.33 | 1.0072 | 1.6976 |
Largest Winning Trade | 52682 | 52682 | 29558 | 3871762 | 787673 | 3871762 |
Largest Losing Trade | -578406 | -76482 | -578406 | -4408335 | -4408335 | -821589 |
Avg Bars in Trades | 178 | 196 | 161 | 178 | 196 | 161 |
Avg Bars in Winners | 95 | 96 | 93 | 186 | 208 | 170 |
Avg Bars in Losers | 289 | 319 | 257 | 173 | 190 | 152 |
Bars Traded | 10369 | 5697 | 4672 | 10369 | 5697 | 4672 |
Profit Streak | 35.1343 | 167.3009 | 0 | 0 | 0 | 155.6343 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758841 | -541790 | -579715 | -761963 | -585200 | 312576 |
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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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