Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -27885.0783 | 477446.1208 | -505331.1991 | 1727734.3689 | -4607090.7247 | 6334825.0935 |
Total P&L (%) | -27.8851 | 477.4461 | -505.3312 | 1727.7344 | -4607.0907 | 6334.8251 |
Avg Daily Profit (%) | -0.0152 | 0.2602 | -0.2754 | 0.1585 | 0 | 0.2272 |
Buy And Hold Return (%) | 788.5002 | 788.5002 | 788.5002 | 788.5002 | 788.5002 | 788.5002 |
Max Trade Drawdown | -583162 | -144905 | -292309 | -16683713 | -15123978 | -5705727 |
Profit Factor | 0.9754 | 2.6197 | 0.396 | 1.0696 | 0.7202 | 1.7569 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 32 | 14 | 18 | 32 | 16 | 16 |
Losing Trades | 26 | 15 | 11 | 26 | 13 | 13 |
Profitability (%) | 55.1724 | 48.2759 | 62.069 | 55.1724 | 55.1724 | 55.1724 |
Ratio Avg Win / Avg Loss | 0.7925 | 2.8068 | 0.242 | 0.869 | 0.5852 | 1.4274 |
Largest Winning Trade | 199873 | 199873 | 41896 | 4271265 | 4271265 | 3556066 |
Largest Losing Trade | -360917 | -52138 | -360917 | -8887942 | -8887942 | -3140583 |
Avg Bars in Trades | 59 | 55 | 63 | 59 | 55 | 63 |
Avg Bars in Winners | 59 | 49 | 67 | 65 | 52 | 77 |
Avg Bars in Losers | 59 | 60 | 57 | 52 | 58 | 46 |
Bars Traded | 3455 | 1609 | 1846 | 3455 | 1609 | 1846 |
Profit Streak | 0 | 82.4118 | 0 | 0 | 82.4118 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -759607 | -152813 | -579268 | -322432 | -579604 | 399798 |
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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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