Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -736653.1115 | 126633.1056 | -863286.2171 | -1838580.3198 | -5988234.2737 | 4149653.9539 |
Total P&L (%) | -736.6531 | 126.6331 | -863.2862 | -1838.5803 | -5988.2343 | 4149.654 |
Avg Daily Profit (%) | -0.4065 | 0.0699 | -0.4764 | 0 | 0 | 0.2071 |
Buy And Hold Return (%) | 581.5342 | 581.5342 | 581.5342 | 581.5342 | 581.5342 | 581.5342 |
Max Trade Drawdown | -877272 | -130745 | -923485 | -13363077 | -9264772 | -4833638 |
Profit Factor | 0.4892 | 1.4722 | 0.2647 | 0.9277 | 0.5449 | 1.3378 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 35 | 19 | 16 | 26 | 13 | 13 |
Losing Trades | 23 | 10 | 13 | 32 | 16 | 16 |
Profitability (%) | 60.3448 | 65.5172 | 55.1724 | 44.8276 | 44.8276 | 44.8276 |
Ratio Avg Win / Avg Loss | 0.3215 | 0.7748 | 0.215 | 1.1418 | 0.6707 | 1.6465 |
Largest Winning Trade | 77652 | 77652 | 55204 | 10413511 | 1858248 | 10413511 |
Largest Losing Trade | -424005 | -75336 | -424005 | -8182395 | -8182395 | -3945880 |
Avg Bars in Trades | 119 | 128 | 109 | 119 | 128 | 109 |
Avg Bars in Winners | 64 | 72 | 55 | 124 | 136 | 113 |
Avg Bars in Losers | 202 | 235 | 176 | 114 | 122 | 106 |
Bars Traded | 6917 | 3739 | 3178 | 6917 | 3739 | 3178 |
Profit Streak | 32.1234 | 164.3734 | 0 | 0 | 0 | 154.8734 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758396 | -262636 | -580162 | -760622 | -582844 | 303179 |
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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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