Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1470916.2222 | -43080.8222 | -1427835.4 | 765898.8103 | -23305878.0808 | 24071776.8911 |
Total P&L (%) | -1470.9162 | -43.0808 | -1427.8354 | 765.8988 | -23305.8781 | 24071.7769 |
Avg Daily Profit (%) | -0.7832 | -0.0229 | -0.7603 | 0.115 | 0 | 0.2926 |
Buy And Hold Return (%) | 639.3468 | 639.3468 | 639.3468 | 639.3468 | 639.3468 | 639.3468 |
Max Trade Drawdown | -1647688 | -178457 | -1536413 | -22287806 | -23576680 | -4394168 |
Profit Factor | 0.2066 | 0.7985 | 0.1294 | 1.0228 | 0.0923 | 4.0311 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 43 | 21 | 22 | 37 | 17 | 20 |
Losing Trades | 14 | 7 | 7 | 20 | 11 | 9 |
Profitability (%) | 75.4386 | 75 | 75.8621 | 64.9123 | 60.7143 | 68.9655 |
Ratio Avg Win / Avg Loss | 0.0673 | 0.2662 | 0.0412 | 0.5529 | 0.0598 | 1.814 |
Largest Winning Trade | 30022 | 30022 | 28090 | 27192084 | 1246393 | 27192084 |
Largest Losing Trade | -929141 | -59689 | -929141 | -13500447 | -13500447 | -2832589 |
Avg Bars in Trades | 61 | 73 | 51 | 61 | 73 | 51 |
Avg Bars in Winners | 18 | 14 | 22 | 27 | 10 | 42 |
Avg Bars in Losers | 194 | 247 | 141 | 124 | 169 | 70 |
Bars Traded | 3528 | 2044 | 1484 | 3528 | 2044 | 1484 |
Profit Streak | 148.5002 | 148.5002 | 250.0002 | 148.5002 | 148.5002 | 250.0002 |
Trades During Streak | 19 | 9 | 10 | 19 | 9 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -755245 | -597057 | -575966 | -516209 | -598909 | 713927 |
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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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