Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -769649.2577 | 151193.2787 | -920842.5365 | -4410616.2211 | -12206007.9071 | 7795391.6859 |
Total P&L (%) | -769.6493 | 151.1933 | -920.8425 | -4410.6162 | -12206.0079 | 7795.3917 |
Avg Daily Profit (%) | -0.4232 | 0.0831 | -0.5064 | 0 | 0 | 0.2405 |
Buy And Hold Return (%) | 577.3703 | 577.3703 | 577.3703 | 577.3703 | 577.3703 | 577.3703 |
Max Trade Drawdown | -897964 | -128965 | -977408 | -29418156 | -20031601 | -10873593 |
Profit Factor | 0.4915 | 1.6085 | 0.272 | 0.9159 | 0.5612 | 1.3167 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 35 | 19 | 16 | 28 | 15 | 13 |
Losing Trades | 24 | 11 | 13 | 31 | 15 | 16 |
Profitability (%) | 59.322 | 63.3333 | 55.1724 | 47.4576 | 50 | 44.8276 |
Ratio Avg Win / Avg Loss | 0.337 | 0.9312 | 0.221 | 1.014 | 0.5612 | 1.6205 |
Largest Winning Trade | 73902 | 73902 | 58574 | 18334832 | 3251931 | 18334832 |
Largest Losing Trade | -548220 | -75236 | -548220 | -17304144 | -17304144 | -8990156 |
Avg Bars in Trades | 59 | 63 | 55 | 59 | 63 | 55 |
Avg Bars in Winners | 31 | 33 | 27 | 62 | 66 | 57 |
Avg Bars in Losers | 100 | 114 | 88 | 56 | 60 | 53 |
Bars Traded | 3501 | 1900 | 1601 | 3501 | 1900 | 1601 |
Profit Streak | 38.1941 | 64.6941 | 0 | 0 | 0 | 161.1941 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758523 | -245221 | -580162 | -759599 | -580825 | 308881 |
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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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