Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1451343.3274 | 115504.8946 | -1566848.222 | 321089.3078 | -10072891.0926 | 10393980.4005 |
Total P&L (%) | -1451.3433 | 115.5049 | -1566.8482 | 321.0893 | -10072.8911 | 10393.9804 |
Avg Daily Profit (%) | -0.7392 | 0.0588 | -0.798 | 0.0732 | 0 | 0.2373 |
Buy And Hold Return (%) | 1139.4642 | 1139.4642 | 1139.4642 | 1139.4642 | 1139.4642 | 1139.4642 |
Max Trade Drawdown | -1710701 | -127266 | -1711132 | -16079751 | -10474122 | -10189419 |
Profit Factor | 0.2906 | 1.5514 | 0.1468 | 1.0113 | 0.2922 | 1.7275 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 38 | 19 | 19 | 36 | 17 | 19 |
Losing Trades | 21 | 10 | 11 | 23 | 12 | 11 |
Profitability (%) | 64.4068 | 65.5172 | 63.3333 | 61.0169 | 58.6207 | 63.3333 |
Ratio Avg Win / Avg Loss | 0.1606 | 0.8165 | 0.085 | 0.6461 | 0.2063 | 1.0002 |
Largest Winning Trade | 43600 | 43600 | 42001 | 22277291 | 2343366 | 22277291 |
Largest Losing Trade | -1461792 | -63796 | -1461792 | -9057043 | -4805811 | -9057043 |
Avg Bars in Trades | 130 | 139 | 121 | 130 | 139 | 121 |
Avg Bars in Winners | 77 | 79 | 74 | 86 | 87 | 84 |
Avg Bars in Losers | 227 | 253 | 203 | 200 | 212 | 186 |
Bars Traded | 7702 | 4045 | 3657 | 7702 | 4045 | 3657 |
Profit Streak | 408.0161 | 0 | 561.7661 | 408.0161 | 0 | 561.7661 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757824 | -278239 | -578138 | -648216 | -579715 | 473741 |
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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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