Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1014521.3581 | 115693.7827 | -1130215.1407 | 4755704.5633 | -32254058.5542 | 37009763.1175 |
Total P&L (%) | -1014.5214 | 115.6938 | -1130.2151 | 4755.7046 | -32254.0586 | 37009.7631 |
Avg Daily Profit (%) | -0.5392 | 0.0615 | -0.6007 | 0.2066 | 0 | 0.315 |
Buy And Hold Return (%) | 505.4662 | 505.4662 | 505.4662 | 505.4662 | 505.4662 | 505.4662 |
Max Trade Drawdown | -1198665 | -139089 | -1232505 | -30534487 | -33604549 | -2587926 |
Profit Factor | 0.3217 | 1.655 | 0.1432 | 1.12 | 0.0862 | 9.5203 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 45 | 23 | 22 | 41 | 20 | 21 |
Losing Trades | 13 | 6 | 7 | 17 | 9 | 8 |
Profitability (%) | 77.5862 | 79.3103 | 75.8621 | 70.6897 | 68.9655 | 72.4138 |
Ratio Avg Win / Avg Loss | 0.0929 | 0.4318 | 0.0456 | 0.4644 | 0.0388 | 3.6268 |
Largest Winning Trade | 118215 | 118215 | 34802 | 37868549 | 600883 | 37868549 |
Largest Losing Trade | -674144 | -81737 | -674144 | -26361307 | -26361307 | -1191746 |
Avg Bars in Trades | 61 | 71 | 51 | 61 | 71 | 51 |
Avg Bars in Winners | 14 | 15 | 13 | 22 | 11 | 33 |
Avg Bars in Losers | 223 | 285 | 170 | 154 | 204 | 98 |
Bars Traded | 3553 | 2068 | 1485 | 3553 | 2068 | 1485 |
Profit Streak | 4.5057 | 121.5057 | 4.5057 | 4.5057 | 121.5057 | 4.5057 |
Trades During Streak | 4 | 10 | 2 | 4 | 10 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -755503 | -270901 | -576763 | -257756 | -576779 | 760167 |
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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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