Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1618769.6097 | -85806.4754 | -1532963.1343 | 14832.4005 | -2344504.3825 | 2359336.783 |
Total P&L (%) | -1618.7696 | -85.8065 | -1532.9631 | 14.8324 | -2344.5044 | 2359.3368 |
Avg Daily Profit (%) | -0.8761 | -0.0464 | -0.8297 | 0.0075 | 0 | 0.1735 |
Buy And Hold Return (%) | 70.7975 | 70.7975 | 70.7975 | 70.7975 | 70.7975 | 70.7975 |
Max Trade Drawdown | -1672371 | -155043 | -1578482 | -3482673 | -2582156 | -3051325 |
Profit Factor | 0.1975 | 0.6787 | 0.1241 | 1.0016 | 0.4368 | 1.4614 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 38 | 17 | 21 | 34 | 14 | 20 |
Losing Trades | 23 | 13 | 10 | 27 | 16 | 11 |
Profitability (%) | 62.2951 | 56.6667 | 67.7419 | 55.7377 | 46.6667 | 64.5161 |
Ratio Avg Win / Avg Loss | 0.1195 | 0.519 | 0.0591 | 0.7954 | 0.4992 | 0.8038 |
Largest Winning Trade | 29806 | 29806 | 25160 | 6106022 | 1061619 | 6106022 |
Largest Losing Trade | -1415036 | -61681 | -1415036 | -1781687 | -1224063 | -1781687 |
Avg Bars in Trades | 172 | 195 | 150 | 172 | 195 | 150 |
Avg Bars in Winners | 93 | 98 | 88 | 114 | 122 | 109 |
Avg Bars in Losers | 304 | 323 | 280 | 246 | 259 | 226 |
Bars Traded | 10548 | 5875 | 4673 | 10548 | 5875 | 4673 |
Profit Streak | 0 | 76.35 | 0 | 0 | 76.35 | 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 | -745183 | -579403 | -578518 | -734293 | -581563 | 326022 |
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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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