Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -861484.0532 | 82607.1721 | -944091.2253 | -854474.9166 | -4291814.017 | 3437339.1004 |
Total P&L (%) | -861.4841 | 82.6072 | -944.0912 | -854.4749 | -4291.814 | 3437.3391 |
Avg Daily Profit (%) | -0.4751 | 0.0456 | -0.5207 | 0 | 0 | 0.1969 |
Buy And Hold Return (%) | 616.1928 | 616.1928 | 616.1928 | 616.1928 | 616.1928 | 616.1928 |
Max Trade Drawdown | -954582 | -108460 | -982496 | -11753022 | -7903218 | -3995534 |
Profit Factor | 0.4276 | 1.3157 | 0.2406 | 0.9624 | 0.6256 | 1.3045 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 33 | 16 | 17 | 28 | 12 | 16 |
Losing Trades | 25 | 13 | 12 | 30 | 17 | 13 |
Profitability (%) | 56.8966 | 55.1724 | 58.6207 | 48.2759 | 41.3793 | 55.1724 |
Ratio Avg Win / Avg Loss | 0.3239 | 1.069 | 0.1699 | 1.0312 | 0.8862 | 1.0599 |
Largest Winning Trade | 71952 | 71952 | 53299 | 9020190 | 1639956 | 9020190 |
Largest Losing Trade | -502877 | -77037 | -502877 | -7178428 | -7178428 | -3694899 |
Avg Bars in Trades | 118 | 127 | 109 | 118 | 127 | 109 |
Avg Bars in Winners | 56 | 60 | 52 | 118 | 134 | 106 |
Avg Bars in Losers | 201 | 210 | 191 | 118 | 122 | 114 |
Bars Traded | 6888 | 3700 | 3188 | 6888 | 3700 | 3188 |
Profit Streak | 30.2311 | 57.7311 | 0 | 0 | 0 | 157.4811 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758843 | -296484 | -579715 | -759281 | -584185 | 315151 |
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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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