Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1108734.6271 | 32268.4304 | -1141003.0575 | -853461.3368 | -11710591.9833 | 10857130.6465 |
Total P&L (%) | -1108.7346 | 32.2684 | -1141.0031 | -853.4613 | -11710.592 | 10857.1306 |
Avg Daily Profit (%) | -0.6097 | 0.0177 | -0.6274 | 0 | 0 | 0.2586 |
Buy And Hold Return (%) | 568.5649 | 568.5649 | 568.5649 | 568.5649 | 568.5649 | 568.5649 |
Max Trade Drawdown | -1180288 | -184502 | -1180314 | -24591795 | -18783491 | -6575557 |
Profit Factor | 0.3652 | 1.1092 | 0.2136 | 0.9782 | 0.4887 | 1.6662 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 35 | 18 | 17 | 28 | 15 | 13 |
Losing Trades | 23 | 11 | 12 | 30 | 14 | 16 |
Profitability (%) | 60.3448 | 62.069 | 58.6207 | 48.2759 | 51.7241 | 44.8276 |
Ratio Avg Win / Avg Loss | 0.24 | 0.6779 | 0.1508 | 1.0481 | 0.4561 | 2.0507 |
Largest Winning Trade | 67218 | 67218 | 46914 | 16210666 | 3119377 | 16210666 |
Largest Losing Trade | -656395 | -75354 | -656395 | -17074207 | -17074207 | -4575308 |
Avg Bars in Trades | 182 | 194 | 169 | 182 | 194 | 169 |
Avg Bars in Winners | 99 | 104 | 94 | 182 | 197 | 164 |
Avg Bars in Losers | 307 | 341 | 275 | 182 | 191 | 173 |
Bars Traded | 10557 | 5644 | 4913 | 10557 | 5644 | 4913 |
Profit Streak | 38.9141 | 66.0808 | 0 | 0 | 0 | 161.0808 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758390 | -434919 | -579715 | -759281 | -580609 | 381368 |
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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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