Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1134648.3476 | 16398.909 | -1151047.2565 | -1001172.665 | -8449605.4316 | 7448432.7665 |
Total P&L (%) | -1134.6483 | 16.3989 | -1151.0473 | -1001.1727 | -8449.6054 | 7448.4328 |
Avg Daily Profit (%) | -0.623 | 0.009 | -0.632 | 0 | 0 | 0.2377 |
Buy And Hold Return (%) | 645.3247 | 645.3247 | 645.3247 | 645.3247 | 645.3247 | 645.3247 |
Max Trade Drawdown | -1220213 | -172072 | -1208833 | -20625258 | -15888687 | -5163143 |
Profit Factor | 0.3404 | 1.0587 | 0.2012 | 0.9681 | 0.5497 | 1.5897 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 35 | 19 | 16 | 28 | 14 | 14 |
Losing Trades | 24 | 11 | 13 | 31 | 16 | 15 |
Profitability (%) | 59.322 | 63.3333 | 55.1724 | 47.4576 | 46.6667 | 48.2759 |
Ratio Avg Win / Avg Loss | 0.2334 | 0.613 | 0.1635 | 1.0718 | 0.6283 | 1.7032 |
Largest Winning Trade | 58228 | 58228 | 45804 | 11071981 | 2367287 | 11071981 |
Largest Losing Trade | -685375 | -73697 | -685375 | -13906041 | -13906041 | -2655422 |
Avg Bars in Trades | 119 | 126 | 112 | 119 | 126 | 112 |
Avg Bars in Winners | 61 | 67 | 54 | 119 | 127 | 112 |
Avg Bars in Losers | 203 | 226 | 183 | 119 | 125 | 112 |
Bars Traded | 7051 | 3784 | 3267 | 7051 | 3784 | 3267 |
Profit Streak | 40.564 | 68.564 | 0 | 0 | 0 | 164.314 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758520 | -501909 | -580162 | -759599 | -582121 | 416371 |
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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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