Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -589411.3134 | 9882.9309 | -599294.2443 | 12665743.6192 | 2659653.5049 | 10006090.1143 |
Total P&L (%) | -589.4113 | 9.8829 | -599.2942 | 12665.7436 | 2659.6535 | 10006.0901 |
Avg Daily Profit (%) | -0.3234 | 0.0054 | -0.3288 | 0.2664 | 0.1822 | 0.2536 |
Buy And Hold Return (%) | 257.3682 | 257.3682 | 257.3682 | 257.3682 | 257.3682 | 257.3682 |
Max Trade Drawdown | -798726 | -52346 | -771975 | -2817517 | -1193887 | -2356888 |
Profit Factor | 0.4753 | 1.0939 | 0.4113 | 2.6215 | 2.1487 | 2.8207 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 36 | 15 | 21 | 32 | 17 | 15 |
Losing Trades | 21 | 14 | 7 | 25 | 12 | 13 |
Profitability (%) | 63.1579 | 51.7241 | 75 | 56.1404 | 58.6207 | 53.5714 |
Ratio Avg Win / Avg Loss | 0.2772 | 1.021 | 0.1371 | 2.048 | 1.5167 | 2.4446 |
Largest Winning Trade | 44845 | 17516 | 44845 | 5120502 | 1154991 | 5120502 |
Largest Losing Trade | -472778 | -25291 | -472778 | -1411905 | -972083 | -1411905 |
Avg Bars in Trades | 49 | 4 | 97 | 49 | 4 | 97 |
Avg Bars in Winners | 36 | 1 | 60 | 34 | 4 | 67 |
Avg Bars in Losers | 73 | 6 | 206 | 70 | 4 | 130 |
Bars Traded | 2842 | 125 | 2717 | 2842 | 125 | 2717 |
Profit Streak | 213.0719 | 213.0719 | 294.5719 | 213.0719 | 213.0719 | 294.5719 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757188 | -467167 | -597202 | -163715 | 514373 | -5322 |
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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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