Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1558807.1936 | -32841.9903 | -1525965.2034 | 102815.7976 | -10318825.69 | 10421641.4876 |
Total P&L (%) | -1558.8072 | -32.842 | -1525.9652 | 102.8158 | -10318.8257 | 10421.6415 |
Avg Daily Profit (%) | -0.8349 | -0.0176 | -0.8173 | 0.0379 | 0 | 0.2497 |
Buy And Hold Return (%) | 429.6578 | 429.6578 | 429.6578 | 429.6578 | 429.6578 | 429.6578 |
Max Trade Drawdown | -1773501 | -183650 | -1655934 | -8633044 | -10661522 | -3624860 |
Profit Factor | 0.2444 | 0.8726 | 0.1546 | 1.0055 | 0.1091 | 2.4785 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 38 | 16 | 22 | 38 | 15 | 23 |
Losing Trades | 19 | 12 | 7 | 19 | 13 | 6 |
Profitability (%) | 66.6667 | 57.1429 | 75.8621 | 66.6667 | 53.5714 | 79.3103 |
Ratio Avg Win / Avg Loss | 0.1222 | 0.6545 | 0.0492 | 0.5028 | 0.0945 | 0.6466 |
Largest Winning Trade | 32974 | 32974 | 30008 | 10475302 | 401480 | 10475302 |
Largest Losing Trade | -1117218 | -53575 | -1117218 | -4648374 | -4648374 | -2985489 |
Avg Bars in Trades | 190 | 235 | 146 | 190 | 235 | 146 |
Avg Bars in Winners | 64 | 70 | 59 | 95 | 89 | 100 |
Avg Bars in Losers | 442 | 455 | 419 | 379 | 404 | 325 |
Bars Traded | 10850 | 6595 | 4255 | 10850 | 6595 | 4255 |
Profit Streak | 76.9748 | 76.9748 | 274.1414 | 76.9748 | 76.9748 | 274.1414 |
Trades During Streak | 7 | 3 | 8 | 7 | 3 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -756554 | -599536 | -576020 | -699979 | -599999 | 562051 |
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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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