Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1017298.4608 | 59363.5457 | -1076662.0065 | -1750264.8084 | -6424578.8745 | 4674314.0661 |
Total P&L (%) | -1017.2985 | 59.3635 | -1076.662 | -1750.2648 | -6424.5789 | 4674.3141 |
Avg Daily Profit (%) | -0.5597 | 0.0327 | -0.5923 | 0 | 0 | 0.2129 |
Buy And Hold Return (%) | 634.5983 | 634.5983 | 634.5983 | 634.5983 | 634.5983 | 634.5983 |
Max Trade Drawdown | -1076360 | -127332 | -1096019 | -19515148 | -13705219 | -5945609 |
Profit Factor | 0.3743 | 1.2162 | 0.2032 | 0.9455 | 0.6346 | 1.3211 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 31 | 18 | 13 | 28 | 13 | 15 |
Losing Trades | 28 | 12 | 16 | 31 | 17 | 14 |
Profitability (%) | 52.5424 | 60 | 44.8276 | 47.4576 | 43.3333 | 51.7241 |
Ratio Avg Win / Avg Loss | 0.3381 | 0.8108 | 0.2501 | 1.0469 | 0.8299 | 1.233 |
Largest Winning Trade | 47113 | 43963 | 47113 | 11051427 | 2070578 | 11051427 |
Largest Losing Trade | -619540 | -74252 | -619540 | -11166789 | -11166789 | -5412462 |
Avg Bars in Trades | 90 | 101 | 78 | 90 | 101 | 78 |
Avg Bars in Winners | 53 | 59 | 44 | 93 | 102 | 85 |
Avg Bars in Losers | 131 | 164 | 107 | 87 | 101 | 71 |
Bars Traded | 5340 | 3054 | 2286 | 5340 | 3054 | 2286 |
Profit Streak | 3.1967 | 149.1967 | 0 | 0 | 0 | 372.53 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -760910 | -314533 | -582844 | -759599 | -583418 | 357443 |
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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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