Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2458080.7001 | -199432.8988 | -2258647.8013 | -22639.8814 | -2669778.2888 | 2647138.4074 |
Total P&L (%) | -2458.0807 | -199.4329 | -2258.6478 | -22.6399 | -2669.7783 | 2647.1384 |
Avg Daily Profit (%) | -1.3769 | -0.1117 | -1.2652 | -0.0144 | 0 | 0.1858 |
Buy And Hold Return (%) | 225.6219 | 225.6219 | 225.6219 | 225.6219 | 225.6219 | 225.6219 |
Max Trade Drawdown | -2577251 | -262714 | -2334429 | -11593701 | -3798253 | -7987646 |
Profit Factor | 0.1246 | 0.4105 | 0.0854 | 0.9984 | 0.3348 | 1.2594 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 35 | 14 | 21 | 37 | 15 | 22 |
Losing Trades | 23 | 15 | 8 | 21 | 14 | 7 |
Profitability (%) | 60.3448 | 48.2759 | 72.4138 | 63.7931 | 51.7241 | 75.8621 |
Ratio Avg Win / Avg Loss | 0.0819 | 0.4398 | 0.0325 | 0.5667 | 0.3125 | 0.4007 |
Largest Winning Trade | 23988 | 22233 | 23988 | 11951394 | 733686 | 11951394 |
Largest Losing Trade | -1132048 | -67505 | -1132048 | -7987646 | -1701646 | -7987646 |
Avg Bars in Trades | 119 | 144 | 94 | 119 | 144 | 94 |
Avg Bars in Winners | 47 | 49 | 46 | 58 | 59 | 57 |
Avg Bars in Losers | 228 | 232 | 220 | 226 | 234 | 209 |
Bars Traded | 6909 | 4176 | 2733 | 6909 | 4176 | 2733 |
Profit Streak | 75.5955 | 75.5955 | 281.0955 | 75.5955 | 75.5955 | 281.0955 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757467 | -580538 | -576534 | -757020 | -579644 | 387909 |
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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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