Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1212420.4215 | 133746.2309 | -1346166.6524 | 5911085.6918 | -36560774.136 | 42471859.8278 |
Total P&L (%) | -1212.4204 | 133.7462 | -1346.1667 | 5911.0857 | -36560.7741 | 42471.8598 |
Avg Daily Profit (%) | -0.5345 | 0.059 | -0.5934 | 0.1807 | 0 | 0.2672 |
Buy And Hold Return (%) | 475.9162 | 475.9162 | 475.9162 | 475.9162 | 475.9162 | 475.9162 |
Max Trade Drawdown | -1439903 | -127933 | -1466039 | -60695333 | -53414342 | -13134525 |
Profit Factor | 0.3496 | 1.5449 | 0.1684 | 1.0659 | 0.4734 | 3.1005 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 39 | 17 | 22 | 33 | 12 | 21 |
Losing Trades | 18 | 11 | 7 | 24 | 16 | 8 |
Profitability (%) | 68.4211 | 60.7143 | 75.8621 | 57.8947 | 42.8571 | 72.4138 |
Ratio Avg Win / Avg Loss | 0.1614 | 0.9996 | 0.0536 | 0.7752 | 0.6312 | 1.1811 |
Largest Winning Trade | 85986 | 85986 | 38386 | 39340477 | 14354421 | 39340477 |
Largest Losing Trade | -1151272 | -58168 | -1151272 | -28084183 | -28084183 | -10295574 |
Avg Bars in Trades | 70 | 79 | 62 | 70 | 79 | 62 |
Avg Bars in Winners | 33 | 29 | 36 | 43 | 29 | 50 |
Avg Bars in Losers | 151 | 156 | 145 | 109 | 116 | 93 |
Bars Traded | 4041 | 2225 | 1816 | 4041 | 2225 | 1816 |
Profit Streak | 83.7015 | 83.7015 | 287.7015 | 83.7015 | 83.7015 | 287.7015 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -756524 | -299168 | -576067 | -318903 | -604053 | 636791 |
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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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