Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1009669.9081 | 78657.6815 | -1088327.5896 | -1993822.8112 | -7854994.0907 | 5861171.2795 |
Total P&L (%) | -1009.6699 | 78.6577 | -1088.3276 | -1993.8228 | -7854.9941 | 5861.1713 |
Avg Daily Profit (%) | -0.5534 | 0.0431 | -0.5966 | 0 | 0 | 0.2243 |
Buy And Hold Return (%) | 740.6662 | 740.6662 | 740.6662 | 740.6662 | 740.6662 | 740.6662 |
Max Trade Drawdown | -1112379 | -148679 | -1144221 | -20833959 | -16037213 | -4903408 |
Profit Factor | 0.3876 | 1.2981 | 0.2141 | 0.9269 | 0.5658 | 1.6383 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 37 | 20 | 17 | 26 | 12 | 14 |
Losing Trades | 21 | 9 | 12 | 32 | 17 | 15 |
Profitability (%) | 63.7931 | 68.9655 | 58.6207 | 44.8276 | 41.3793 | 48.2759 |
Ratio Avg Win / Avg Loss | 0.22 | 0.5841 | 0.1511 | 1.1408 | 0.8016 | 1.7553 |
Largest Winning Trade | 46883 | 46883 | 27523 | 6367539 | 3747222 | 6367539 |
Largest Losing Trade | -662987 | -79209 | -662987 | -13541129 | -13541129 | -2487853 |
Avg Bars in Trades | 90 | 97 | 82 | 90 | 97 | 82 |
Avg Bars in Winners | 52 | 59 | 42 | 95 | 106 | 86 |
Avg Bars in Losers | 157 | 182 | 138 | 85 | 92 | 78 |
Bars Traded | 5224 | 2839 | 2385 | 5224 | 2839 | 2385 |
Profit Streak | 45.2975 | 70.6308 | 0 | 0 | 0 | 166.6308 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757933 | -299729 | -579715 | -760622 | -584185 | 417211 |
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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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