Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1067822.9331 | 29188.7356 | -1097011.6688 | -320643.096 | -3763287.3238 | 3442644.2277 |
Total P&L (%) | -1067.8229 | 29.1887 | -1097.0117 | -320.6431 | -3763.2873 | 3442.6442 |
Avg Daily Profit (%) | -0.485 | 0.0133 | -0.4983 | 0 | 0 | 0.1622 |
Buy And Hold Return (%) | 562.329 | 562.329 | 562.329 | 562.329 | 562.329 | 562.329 |
Max Trade Drawdown | -946951 | -157474 | -809049 | -4257678 | -3901760 | -1960025 |
Profit Factor | 0.3292 | 1.1181 | 0.1841 | 0.971 | 0.3559 | 1.6614 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 31 | 14 | 17 | 27 | 12 | 15 |
Losing Trades | 26 | 14 | 12 | 30 | 16 | 14 |
Profitability (%) | 54.386 | 50 | 58.6207 | 47.3684 | 42.8571 | 51.7241 |
Ratio Avg Win / Avg Loss | 0.2761 | 1.1181 | 0.13 | 1.0789 | 0.4745 | 1.5507 |
Largest Winning Trade | 74481 | 74481 | 54565 | 5444020 | 872311 | 5444020 |
Largest Losing Trade | -418464 | -66175 | -418464 | -1943495 | -1764323 | -1943495 |
Avg Bars in Trades | 106 | 130 | 83 | 106 | 130 | 83 |
Avg Bars in Winners | 45 | 53 | 38 | 74 | 86 | 65 |
Avg Bars in Losers | 180 | 207 | 148 | 135 | 163 | 103 |
Bars Traded | 6081 | 3651 | 2429 | 6081 | 3651 | 2429 |
Profit Streak | 0 | 0 | 0 | 131.9012 | 380.2345 | 131.9012 |
Trades During Streak | 0 | 0 | 0 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -759709 | -452584 | -579715 | -758674 | -603269 | 396453 |
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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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