Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1058335.674 | 18857.7801 | -1077193.4541 | -3094334.3769 | -8891235.0318 | 5796900.6549 |
Total P&L (%) | -1058.3357 | 18.8578 | -1077.1935 | -3094.3344 | -8891.235 | 5796.9007 |
Avg Daily Profit (%) | -0.5802 | 0.0103 | -0.5906 | 0 | 0 | 0.2238 |
Buy And Hold Return (%) | 808.9934 | 808.9934 | 808.9934 | 808.9934 | 808.9934 | 808.9934 |
Max Trade Drawdown | -1141928 | -143486 | -1136344 | -22432092 | -16942635 | -7181988 |
Profit Factor | 0.3222 | 1.0844 | 0.1949 | 0.8911 | 0.5167 | 1.579 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 40 | 22 | 18 | 29 | 14 | 15 |
Losing Trades | 19 | 8 | 11 | 30 | 16 | 14 |
Profitability (%) | 67.7966 | 73.3333 | 62.069 | 49.1525 | 46.6667 | 51.7241 |
Ratio Avg Win / Avg Loss | 0.1531 | 0.3943 | 0.1191 | 0.9218 | 0.5905 | 1.4737 |
Largest Winning Trade | 68005 | 68005 | 54208 | 6381204 | 3064224 | 6381204 |
Largest Losing Trade | -579388 | -70925 | -579388 | -13026199 | -13026199 | -4752465 |
Avg Bars in Trades | 174 | 164 | 184 | 174 | 164 | 184 |
Avg Bars in Winners | 71 | 79 | 62 | 158 | 128 | 185 |
Avg Bars in Losers | 389 | 399 | 382 | 189 | 195 | 182 |
Bars Traded | 10269 | 4933 | 5336 | 10269 | 4933 | 5336 |
Profit Streak | 107.0638 | 176.3971 | 107.0638 | 0 | 0 | 0 |
Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -756616 | -469849 | -578706 | -760607 | -582121 | 367133 |
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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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