Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1150085.6252 | -61132.2109 | -1088953.4143 | 238298.552 | -4960143.2638 | 5198441.8158 |
Total P&L (%) | -1150.0856 | -61.1322 | -1088.9534 | 238.2986 | -4960.1433 | 5198.4418 |
Avg Daily Profit (%) | -0.6081 | -0.0323 | -0.5758 | 0.0645 | 0 | 0.2101 |
Buy And Hold Return (%) | 302.3349 | 302.3349 | 302.3349 | 302.3349 | 302.3349 | 302.3349 |
Max Trade Drawdown | -1204525 | -165637 | -1109963 | -5714527 | -5167631 | -1460138 |
Profit Factor | 0.2397 | 0.7216 | 0.1579 | 1.0245 | 0.2225 | 2.5511 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 40 | 19 | 21 | 34 | 15 | 19 |
Losing Trades | 18 | 10 | 8 | 24 | 14 | 10 |
Profitability (%) | 68.9655 | 65.5172 | 72.4138 | 58.6207 | 51.7241 | 65.5172 |
Ratio Avg Win / Avg Loss | 0.1079 | 0.3798 | 0.0601 | 0.7232 | 0.2077 | 1.3427 |
Largest Winning Trade | 23824 | 22637 | 23824 | 5495155 | 381598 | 5495155 |
Largest Losing Trade | -873305 | -59451 | -873305 | -3536585 | -3536585 | -1149920 |
Avg Bars in Trades | 126 | 102 | 150 | 126 | 102 | 150 |
Avg Bars in Winners | 66 | 43 | 86 | 73 | 38 | 101 |
Avg Bars in Losers | 259 | 214 | 316 | 201 | 170 | 243 |
Bars Traded | 7322 | 2965 | 4357 | 7322 | 2965 | 4357 |
Profit Streak | 67.3235 | 97.5735 | 67.3235 | 67.3235 | 97.5735 | 67.3235 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -756437 | -577862 | -577369 | -644891 | -579650 | 518108 |
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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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