Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1502812.2809 | -132671.9861 | -1370140.2948 | -40777.9862 | -3490972.3474 | 3450194.3612 |
Total P&L (%) | -1502.8123 | -132.672 | -1370.1403 | -40.778 | -3490.9723 | 3450.1944 |
Avg Daily Profit (%) | -0.7948 | -0.0702 | -0.7247 | -0.0277 | 0 | 0.189 |
Buy And Hold Return (%) | 299.975 | 299.975 | 299.975 | 299.975 | 299.975 | 299.975 |
Max Trade Drawdown | -1621422 | -221251 | -1404867 | -3836207 | -4159979 | -1956255 |
Profit Factor | 0.2006 | 0.6036 | 0.1133 | 0.9947 | 0.2483 | 2.1091 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 32 | 15 | 17 | 34 | 15 | 19 |
Losing Trades | 26 | 14 | 12 | 24 | 14 | 10 |
Profitability (%) | 55.1724 | 51.7241 | 58.6207 | 58.6207 | 51.7241 | 65.5172 |
Ratio Avg Win / Avg Loss | 0.163 | 0.5633 | 0.08 | 0.7022 | 0.2317 | 1.1101 |
Largest Winning Trade | 43613 | 43613 | 26259 | 4803100 | 599155 | 4803100 |
Largest Losing Trade | -1007311 | -62909 | -1007311 | -2434607 | -2434607 | -1709295 |
Avg Bars in Trades | 123 | 141 | 105 | 123 | 141 | 105 |
Avg Bars in Winners | 52 | 54 | 50 | 68 | 73 | 64 |
Avg Bars in Losers | 210 | 235 | 182 | 201 | 215 | 182 |
Bars Traded | 7162 | 4112 | 3050 | 7162 | 4112 | 3050 |
Profit Streak | 92.2627 | 92.2627 | 138.0127 | 92.2627 | 92.2627 | 138.0127 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758121 | -579249 | -578364 | -757674 | -579249 | 509424 |
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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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