Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1138471.8705 | 11571.1186 | -1150042.9891 | -1125564.9826 | -5760344.5107 | 4634779.5281 |
Total P&L (%) | -1138.4719 | 11.5711 | -1150.043 | -1125.565 | -5760.3445 | 4634.7795 |
Avg Daily Profit (%) | -0.6235 | 0.0063 | -0.6298 | 0 | 0 | 0.2115 |
Buy And Hold Return (%) | 714.8841 | 714.8841 | 714.8841 | 714.8841 | 714.8841 | 714.8841 |
Max Trade Drawdown | -1197155 | -159496 | -1187982 | -13910519 | -10357768 | -3948429 |
Profit Factor | 0.3404 | 1.0393 | 0.1965 | 0.9492 | 0.5529 | 1.5006 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 36 | 19 | 17 | 27 | 12 | 15 |
Losing Trades | 25 | 12 | 13 | 34 | 19 | 15 |
Profitability (%) | 59.0164 | 61.2903 | 56.6667 | 44.2623 | 38.7097 | 50 |
Ratio Avg Win / Avg Loss | 0.2364 | 0.6564 | 0.1503 | 1.1952 | 0.8753 | 1.5006 |
Largest Winning Trade | 55392 | 55392 | 30291 | 7635584 | 1836243 | 7635584 |
Largest Losing Trade | -602411 | -76294 | -602411 | -8909100 | -8909100 | -2294193 |
Avg Bars in Trades | 175 | 178 | 172 | 175 | 178 | 172 |
Avg Bars in Winners | 84 | 91 | 76 | 171 | 168 | 174 |
Avg Bars in Losers | 306 | 316 | 296 | 178 | 184 | 169 |
Bars Traded | 10696 | 5535 | 5161 | 10696 | 5535 | 5161 |
Profit Streak | 20.0085 | 180.1752 | 0 | 0 | 0 | 170.0085 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -745053 | -526365 | -579961 | -747342 | -585208 | 400763 |
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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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