Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1672156.7643 | -85962.3583 | -1586194.4059 | -54767.6446 | -3655462.3116 | 3600694.6671 |
Total P&L (%) | -1672.1568 | -85.9624 | -1586.1944 | -54.7676 | -3655.4623 | 3600.6947 |
Avg Daily Profit (%) | -0.8923 | -0.0459 | -0.8464 | -0.0423 | 0 | 0.1929 |
Buy And Hold Return (%) | 480.6551 | 480.6551 | 480.6551 | 480.6551 | 480.6551 | 480.6551 |
Max Trade Drawdown | -1841314 | -192831 | -1659381 | -4529441 | -4774379 | -1866827 |
Profit Factor | 0.2173 | 0.6965 | 0.1441 | 0.994 | 0.2966 | 1.9227 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Losing Trades | 23 | 15 | 8 | 23 | 15 | 8 |
Profitability (%) | 61.0169 | 48.2759 | 73.3333 | 61.0169 | 48.2759 | 73.3333 |
Ratio Avg Win / Avg Loss | 0.1388 | 0.7462 | 0.0524 | 0.635 | 0.3178 | 0.6992 |
Largest Winning Trade | 46465 | 46465 | 27221 | 3143506 | 600494 | 3143506 |
Largest Losing Trade | -1015414 | -52429 | -1015414 | -2218795 | -2218795 | -1797491 |
Avg Bars in Trades | 179 | 243 | 117 | 179 | 243 | 117 |
Avg Bars in Winners | 68 | 89 | 55 | 93 | 109 | 83 |
Avg Bars in Losers | 352 | 387 | 286 | 314 | 369 | 210 |
Bars Traded | 10579 | 7066 | 3513 | 10579 | 7066 | 3513 |
Profit Streak | 80.3728 | 80.3728 | 284.7061 | 80.3728 | 80.3728 | 284.7061 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757389 | -580540 | -576408 | -757389 | -580540 | 475896 |
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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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