Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2655948.6688 | 29385.2009 | -2685333.8697 | -123796.2578 | -23428692.5814 | 23304896.3236 |
Total P&L (%) | -2655.9487 | 29.3852 | -2685.3339 | -123.7963 | -23428.6926 | 23304.8963 |
Avg Daily Profit (%) | -1.2999 | 0.0144 | -1.3142 | 0 | 0 | 0.2674 |
Buy And Hold Return (%) | 2754.6939 | 2754.6939 | 2754.6939 | 2754.6939 | 2754.6939 | 2754.6939 |
Max Trade Drawdown | -2710518 | -146021 | -2753598 | -36605371 | -26457486 | -16123152 |
Profit Factor | 0.2131 | 1.0791 | 0.106 | 0.998 | 0.2547 | 1.7751 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 29 | 12 | 17 | 29 | 11 | 18 |
Losing Trades | 28 | 16 | 12 | 28 | 17 | 11 |
Profitability (%) | 50.8772 | 42.8571 | 58.6207 | 50.8772 | 39.2857 | 62.069 |
Ratio Avg Win / Avg Loss | 0.2058 | 1.4388 | 0.0748 | 0.9636 | 0.3936 | 1.0848 |
Largest Winning Trade | 183276 | 183276 | 66956 | 45429379 | 2553492 | 45429379 |
Largest Losing Trade | -1684256 | -73656 | -1684256 | -16548982 | -16548982 | -14048646 |
Avg Bars in Trades | 138 | 146 | 130 | 138 | 146 | 130 |
Avg Bars in Winners | 72 | 74 | 70 | 118 | 135 | 108 |
Avg Bars in Losers | 206 | 199 | 215 | 158 | 153 | 165 |
Bars Traded | 7870 | 4094 | 3775 | 7870 | 4094 | 3775 |
Profit Streak | 0 | 403.6166 | 0 | 323.6166 | 0 | 478.8666 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -760164 | -496186 | -579715 | -759576 | -606000 | 480188 |
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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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