Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2562395.2462 | 104459.8748 | -2666855.121 | -73891.3371 | 7046361.1485 | -7120252.4856 |
Total P&L (%) | -2562.3952 | 104.4599 | -2666.8551 | -73.8913 | 7046.3611 | -7120.2525 |
Avg Daily Profit (%) | -1.2544 | 0.0511 | -1.3056 | -0.0657 | 0.2092 | 0 |
Buy And Hold Return (%) | 2947.4946 | 2947.4946 | 2947.4946 | 2947.4946 | 2947.4946 | 2947.4946 |
Max Trade Drawdown | -2620908 | -119588 | -2719246 | -9399461 | -1008341 | -11531538 |
Profit Factor | 0.2348 | 1.3064 | 0.1133 | 0.9946 | 4.796 | 0.3983 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 36 | 17 | 19 | 28 | 14 | 14 |
Losing Trades | 22 | 12 | 10 | 30 | 15 | 15 |
Profitability (%) | 62.069 | 58.6207 | 65.5172 | 48.2759 | 48.2759 | 48.2759 |
Ratio Avg Win / Avg Loss | 0.1435 | 0.9221 | 0.0596 | 1.0656 | 5.1386 | 0.4268 |
Largest Winning Trade | 99806 | 99806 | 56440 | 5480728 | 5480728 | 3425074 |
Largest Losing Trade | -1657753 | -77280 | -1657753 | -9245669 | -543461 | -9245669 |
Avg Bars in Trades | 205 | 214 | 196 | 205 | 214 | 196 |
Avg Bars in Winners | 92 | 90 | 94 | 192 | 214 | 170 |
Avg Bars in Losers | 390 | 389 | 391 | 218 | 214 | 221 |
Bars Traded | 11936 | 6224 | 5712 | 11936 | 6224 | 5712 |
Profit Streak | 0 | 407.5026 | 0 | 0 | 407.5026 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758713 | -289917 | -578821 | -759281 | 421716 | -581503 |
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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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