Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1042696.7071 | 52469.6321 | -1095166.3392 | -46274.841 | -3997656.7286 | 3951381.8875 |
Total P&L (%) | -1042.6967 | 52.4696 | -1095.1663 | -46.2748 | -3997.6567 | 3951.3819 |
Avg Daily Profit (%) | -0.5552 | 0.0279 | -0.5832 | -0.0331 | 0 | 0.1973 |
Buy And Hold Return (%) | 715.1432 | 715.1432 | 715.1432 | 715.1432 | 715.1432 | 715.1432 |
Max Trade Drawdown | -1131981 | -156837 | -1152684 | -3236316 | -4041173 | -1431997 |
Profit Factor | 0.3094 | 1.1969 | 0.1192 | 0.9925 | 0.085 | 3.1857 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 40 | 20 | 20 | 38 | 18 | 20 |
Losing Trades | 17 | 8 | 9 | 19 | 10 | 9 |
Profitability (%) | 70.1754 | 71.4286 | 68.9655 | 66.6667 | 64.2857 | 68.9655 |
Ratio Avg Win / Avg Loss | 0.1315 | 0.4788 | 0.0537 | 0.4963 | 0.0472 | 1.4336 |
Largest Winning Trade | 132805 | 132805 | 19690 | 5065734 | 159522 | 5065734 |
Largest Losing Trade | -917285 | -70833 | -917285 | -1764256 | -1764256 | -1317269 |
Avg Bars in Trades | 61 | 85 | 38 | 61 | 85 | 38 |
Avg Bars in Winners | 22 | 26 | 18 | 31 | 31 | 30 |
Avg Bars in Losers | 153 | 233 | 83 | 122 | 182 | 54 |
Bars Traded | 3511 | 2400 | 1111 | 3511 | 2400 | 1111 |
Profit Streak | 18.8865 | 51.3865 | 18.8865 | 18.8865 | 51.3865 | 18.8865 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -756596 | -343769 | -577814 | -757051 | -598568 | 539011 |
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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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