Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1689857.3744 | -118269.1323 | -1571588.2421 | 24503.0394 | -2332682.0831 | 2357185.1225 |
Total P&L (%) | -1689.8574 | -118.2691 | -1571.5882 | 24.503 | -2332.6821 | 2357.1851 |
Avg Daily Profit (%) | -0.9145 | -0.064 | -0.8505 | 0.0119 | 0 | 0.1734 |
Buy And Hold Return (%) | 68.2054 | 68.2054 | 68.2054 | 68.2054 | 68.2054 | 68.2054 |
Max Trade Drawdown | -1676258 | -181357 | -1575810 | -2524375 | -2516210 | -1284459 |
Profit Factor | 0.2112 | 0.6493 | 0.1294 | 1.0035 | 0.4898 | 1.9901 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 36 | 17 | 19 | 30 | 14 | 16 |
Losing Trades | 23 | 12 | 11 | 29 | 15 | 14 |
Profitability (%) | 61.0169 | 58.6207 | 63.3333 | 50.8475 | 48.2759 | 53.3333 |
Ratio Avg Win / Avg Loss | 0.135 | 0.4583 | 0.0749 | 0.9701 | 0.5247 | 1.7413 |
Largest Winning Trade | 37062 | 37062 | 30694 | 3279175 | 873588 | 3279175 |
Largest Losing Trade | -1355051 | -62092 | -1355051 | -1626490 | -1626490 | -736020 |
Avg Bars in Trades | 115 | 137 | 94 | 115 | 137 | 94 |
Avg Bars in Winners | 65 | 74 | 58 | 97 | 98 | 95 |
Avg Bars in Losers | 194 | 228 | 156 | 135 | 174 | 93 |
Bars Traded | 6837 | 3999 | 2838 | 6837 | 3999 | 2838 |
Profit Streak | 150.7776 | 150.7776 | 279.7776 | 150.7776 | 150.7776 | 279.7776 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757497 | -579141 | -578128 | -739123 | -580929 | 466028 |
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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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