Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1835277.3036 | -81867.5579 | -1753409.7457 | -208237.6419 | 9731693.8429 | -9939931.4848 |
Total P&L (%) | -1835.2773 | -81.8676 | -1753.4097 | -208.2376 | 9731.6938 | -9939.9315 |
Avg Daily Profit (%) | -0.7925 | -0.0354 | -0.7572 | 0 | 0.1983 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1962657 | -174043 | -1835393 | -14212947 | -964655 | -14730786 |
Profit Factor | 0.2234 | 0.7475 | 0.14 | 0.9877 | 6.6756 | 0.3442 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 39 | 17 | 22 | 29 | 16 | 13 |
Losing Trades | 20 | 12 | 8 | 30 | 13 | 17 |
Profitability (%) | 66.1017 | 58.6207 | 73.3333 | 49.1525 | 55.1724 | 43.3333 |
Ratio Avg Win / Avg Loss | 0.1145 | 0.5276 | 0.0509 | 1.0217 | 5.4239 | 0.4502 |
Largest Winning Trade | 47562 | 47562 | 36137 | 8351568 | 8351568 | 2130219 |
Largest Losing Trade | -1454377 | -82962 | -1454377 | -10245981 | -542281 | -10245981 |
Avg Bars in Trades | 108 | 124 | 93 | 108 | 124 | 93 |
Avg Bars in Winners | 50 | 58 | 44 | 131 | 159 | 97 |
Avg Bars in Losers | 222 | 219 | 227 | 86 | 82 | 90 |
Bars Traded | 6421 | 3624 | 2797 | 6421 | 3624 | 2797 |
Profit Streak | 0 | 80.1829 | 0 | 17.8496 | 0 | 43.8496 |
Trades During Streak | 0 | 2 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758190 | -578752 | -577800 | -758375 | 618019 | -582864 |
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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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