Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1227170.8195 | -9526.1638 | -1217644.6557 | 199914.1525 | -11817393.09 | 12017307.2425 |
Total P&L (%) | -1227.1708 | -9.5262 | -1217.6447 | 199.9142 | -11817.3931 | 12017.3072 |
Avg Daily Profit (%) | -0.6512 | -0.0051 | -0.6461 | 0.0583 | 0 | 0.2549 |
Buy And Hold Return (%) | 317.143 | 317.143 | 317.143 | 317.143 | 317.143 | 317.143 |
Max Trade Drawdown | -1474635 | -180412 | -1353468 | -13262589 | -12917001 | -4492897 |
Profit Factor | 0.2441 | 0.9547 | 0.1384 | 1.0098 | 0.1863 | 3.0337 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 43 | 20 | 23 | 43 | 19 | 24 |
Losing Trades | 14 | 8 | 6 | 14 | 9 | 5 |
Profitability (%) | 75.4386 | 71.4286 | 79.3103 | 75.4386 | 67.8571 | 82.7586 |
Ratio Avg Win / Avg Loss | 0.0795 | 0.3819 | 0.0361 | 0.3288 | 0.0882 | 0.632 |
Largest Winning Trade | 40725 | 40725 | 26653 | 12168272 | 1688053 | 12168272 |
Largest Losing Trade | -797241 | -78751 | -797241 | -10562127 | -10562127 | -3880203 |
Avg Bars in Trades | 63 | 80 | 46 | 63 | 80 | 46 |
Avg Bars in Winners | 14 | 16 | 13 | 25 | 22 | 28 |
Avg Bars in Losers | 212 | 242 | 173 | 179 | 203 | 136 |
Bars Traded | 3613 | 2257 | 1356 | 3613 | 2257 | 1356 |
Profit Streak | 90.9457 | 90.9457 | 257.4457 | 90.9457 | 90.9457 | 257.4457 |
Trades During Streak | 13 | 6 | 9 | 13 | 6 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -755300 | -597567 | -575545 | -666805 | -598030 | 616109 |
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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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