Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1325234.1486 | -62061.1432 | -1263173.0053 | 377477.219 | -14278178.7936 | 14655656.0126 |
Total P&L (%) | -1325.2341 | -62.0611 | -1263.173 | 377.4772 | -14278.1788 | 14655.656 |
Avg Daily Profit (%) | -0.5478 | -0.0257 | -0.5222 | 0.0646 | 0 | 0.2067 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1549674 | -214357 | -1404245 | -15174562 | -14448241 | -1304408 |
Profit Factor | 0.3001 | 0.8257 | 0.1783 | 1.0188 | 0.0918 | 4.3246 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 32 | 14 | 18 | 30 | 12 | 18 |
Losing Trades | 26 | 15 | 11 | 28 | 17 | 11 |
Profitability (%) | 55.1724 | 48.2759 | 62.069 | 51.7241 | 41.3793 | 62.069 |
Ratio Avg Win / Avg Loss | 0.2438 | 0.8847 | 0.109 | 0.9508 | 0.1301 | 2.6428 |
Largest Winning Trade | 61413 | 61413 | 44604 | 16979541 | 467967 | 16979541 |
Largest Losing Trade | -1147290 | -61602 | -1147290 | -8779606 | -8779606 | -959741 |
Avg Bars in Trades | 80 | 80 | 80 | 80 | 80 | 80 |
Avg Bars in Winners | 54 | 45 | 61 | 64 | 40 | 80 |
Avg Bars in Losers | 112 | 113 | 110 | 97 | 108 | 80 |
Bars Traded | 4663 | 2340 | 2323 | 4663 | 2340 | 2323 |
Profit Streak | 22.0877 | 33.0877 | 22.0877 | 22.0877 | 33.0877 | 22.0877 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758562 | -580962 | -578719 | -486405 | -583644 | 628297 |
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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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