Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1915415.1543 | -160094.6432 | -1755320.511 | -74452.2135 | -4827549.182 | 4753096.9685 |
Total P&L (%) | -1915.4152 | -160.0946 | -1755.3205 | -74.4522 | -4827.5492 | 4753.097 |
Avg Daily Profit (%) | -0.9194 | -0.0768 | -0.8426 | -0.0655 | 0 | 0.1865 |
Buy And Hold Return (%) | 778.9731 | 778.9731 | 778.9731 | 778.9731 | 778.9731 | 778.9731 |
Max Trade Drawdown | -1936765 | -212498 | -1773624 | -5854090 | -4825131 | -1226460 |
Profit Factor | 0.1393 | 0.4918 | 0.0812 | 0.9902 | 0.0625 | 2.9459 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 29 | 12 | 17 | 25 | 10 | 15 |
Losing Trades | 28 | 16 | 12 | 32 | 18 | 14 |
Profitability (%) | 50.8772 | 42.8571 | 58.6207 | 43.8596 | 35.7143 | 51.7241 |
Ratio Avg Win / Avg Loss | 0.1345 | 0.6557 | 0.0573 | 1.2674 | 0.1125 | 2.7495 |
Largest Winning Trade | 33002 | 33002 | 20638 | 6395539 | 130995 | 6395539 |
Largest Losing Trade | -1223135 | -57279 | -1223135 | -2083424 | -2083424 | -510954 |
Avg Bars in Trades | 424 | 470 | 378 | 424 | 470 | 378 |
Avg Bars in Winners | 137 | 134 | 139 | 187 | 170 | 199 |
Avg Bars in Losers | 721 | 722 | 718 | 608 | 637 | 571 |
Bars Traded | 24170 | 13185 | 10985 | 24170 | 13185 | 10985 |
Profit Streak | 83.5414 | 83.5414 | 135.1247 | 83.5414 | 83.5414 | 135.1247 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758798 | -604053 | -578755 | -759633 | -606830 | 506807 |
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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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