Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1804685.1226 | -37728.5779 | -1766956.5448 | 858743.1054 | -16518249.2123 | 17376992.3177 |
Total P&L (%) | -1804.6851 | -37.7286 | -1766.9565 | 858.7431 | -16518.2492 | 17376.9923 |
Avg Daily Profit (%) | -0.7943 | -0.0166 | -0.7777 | 0.0995 | 0 | 0.2275 |
Buy And Hold Return (%) | 354.7522 | 354.7522 | 354.7522 | 354.7522 | 354.7522 | 354.7522 |
Max Trade Drawdown | -1910545 | -147865 | -1835682 | -19056608 | -16650145 | -3092586 |
Profit Factor | 0.2011 | 0.8707 | 0.1017 | 1.0288 | 0.2378 | 3.1317 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 38 | 18 | 20 | 30 | 13 | 17 |
Losing Trades | 19 | 10 | 9 | 27 | 15 | 12 |
Profitability (%) | 66.6667 | 64.2857 | 68.9655 | 52.6316 | 46.4286 | 58.6207 |
Ratio Avg Win / Avg Loss | 0.1005 | 0.4837 | 0.0458 | 0.9259 | 0.2744 | 2.2106 |
Largest Winning Trade | 31554 | 31554 | 30673 | 21233314 | 1937074 | 21233314 |
Largest Losing Trade | -1375943 | -54264 | -1375943 | -8452519 | -8452519 | -1758223 |
Avg Bars in Trades | 106 | 118 | 95 | 106 | 118 | 95 |
Avg Bars in Winners | 43 | 41 | 45 | 53 | 40 | 64 |
Avg Bars in Losers | 231 | 255 | 204 | 164 | 185 | 138 |
Bars Traded | 6064 | 3306 | 2758 | 6064 | 3306 | 2758 |
Profit Streak | 89.7362 | 89.7362 | 292.7362 | 89.7362 | 89.7362 | 292.7362 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -756756 | -599422 | -577005 | -432069 | -602663 | 600802 |
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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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