Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -384178.3156 | 264734.0772 | -648912.3928 | -563908.724 | -7429615.9614 | 6865707.2375 |
Total P&L (%) | -384.1783 | 264.7341 | -648.9124 | -563.9087 | -7429.616 | 6865.7072 |
Avg Daily Profit (%) | -0.2111 | 0.1455 | -0.3566 | 0 | 0 | 0.2335 |
Buy And Hold Return (%) | 734.0391 | 734.0391 | 734.0391 | 734.0391 | 734.0391 | 734.0391 |
Max Trade Drawdown | -477226 | -136019 | -672582 | -15906257 | -13519141 | -3823708 |
Profit Factor | 0.6877 | 1.9523 | 0.3185 | 0.9781 | 0.5599 | 1.7699 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 31 | 14 | 17 | 28 | 12 | 16 |
Losing Trades | 27 | 15 | 12 | 30 | 17 | 13 |
Profitability (%) | 53.4483 | 48.2759 | 58.6207 | 48.2759 | 41.3793 | 55.1724 |
Ratio Avg Win / Avg Loss | 0.599 | 2.0918 | 0.2248 | 1.048 | 0.7932 | 1.4381 |
Largest Winning Trade | 94381 | 94381 | 62823 | 9631179 | 3606592 | 9631179 |
Largest Losing Trade | -470789 | -66005 | -470789 | -9215848 | -9215848 | -2532307 |
Avg Bars in Trades | 60 | 54 | 66 | 60 | 54 | 66 |
Avg Bars in Winners | 45 | 38 | 52 | 55 | 52 | 57 |
Avg Bars in Losers | 76 | 70 | 85 | 65 | 56 | 76 |
Bars Traded | 3502 | 1587 | 1914 | 3502 | 1587 | 1914 |
Profit Streak | 40.4159 | 67.9159 | 0 | 0 | 0 | 120.9159 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -759282 | -161045 | -579715 | -759281 | -584185 | 437147 |
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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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