Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1072209.7426 | 4020.903 | -1076230.6456 | -52357.3727 | -5750162.7067 | 5697805.334 |
Total P&L (%) | -1072.2097 | 4.0209 | -1076.2306 | -52.3574 | -5750.1627 | 5697.8053 |
Avg Daily Profit (%) | -0.5707 | 0.0021 | -0.5729 | -0.0395 | 0 | 0.2163 |
Buy And Hold Return (%) | 592.321 | 592.321 | 592.321 | 592.321 | 592.321 | 592.321 |
Max Trade Drawdown | -1307803 | -236611 | -1098397 | -5301399 | -6049259 | -1554570 |
Profit Factor | 0.2985 | 1.0136 | 0.1263 | 0.9946 | 0.1294 | 2.8281 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 28 | 10 | 18 | 30 | 10 | 20 |
Losing Trades | 29 | 18 | 11 | 27 | 18 | 9 |
Profitability (%) | 49.1228 | 35.7143 | 62.069 | 52.6316 | 35.7143 | 68.9655 |
Ratio Avg Win / Avg Loss | 0.3091 | 1.8244 | 0.0772 | 0.8952 | 0.233 | 1.2726 |
Largest Winning Trade | 200362 | 200362 | 37906 | 6317637 | 477700 | 6317637 |
Largest Losing Trade | -646255 | -53542 | -646255 | -2205470 | -2205470 | -1279110 |
Avg Bars in Trades | 92 | 114 | 71 | 92 | 114 | 71 |
Avg Bars in Winners | 46 | 58 | 40 | 63 | 74 | 58 |
Avg Bars in Losers | 137 | 145 | 123 | 125 | 136 | 102 |
Bars Traded | 5291 | 3206 | 2085 | 5291 | 3206 | 2085 |
Profit Streak | 29.4747 | 0 | 279.4747 | 29.4747 | 0 | 279.4747 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -760078 | -586843 | -577919 | -759396 | -607388 | 583820 |
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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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