Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1206613.9531 | -11970.5307 | -1194643.4224 | -22923.1287 | -10790231.3804 | 10767308.2517 |
Total P&L (%) | -1206.614 | -11.9705 | -1194.6434 | -22.9231 | -10790.2314 | 10767.3083 |
Avg Daily Profit (%) | -0.6436 | -0.0064 | -0.6373 | -0.0139 | 0 | 0.2504 |
Buy And Hold Return (%) | 466.8785 | 466.8785 | 466.8785 | 466.8785 | 466.8785 | 466.8785 |
Max Trade Drawdown | -1403067 | -198081 | -1304537 | -10396864 | -11047041 | -2551614 |
Profit Factor | 0.2872 | 0.9528 | 0.17 | 0.9987 | 0.1157 | 3.1254 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 39 | 17 | 22 | 37 | 15 | 22 |
Losing Trades | 18 | 11 | 7 | 20 | 13 | 7 |
Profitability (%) | 68.4211 | 60.7143 | 75.8621 | 64.9123 | 53.5714 | 75.8621 |
Ratio Avg Win / Avg Loss | 0.1326 | 0.6165 | 0.0541 | 0.5398 | 0.1002 | 0.9944 |
Largest Winning Trade | 36406 | 36406 | 26480 | 10521516 | 851928 | 10521516 |
Largest Losing Trade | -755253 | -56549 | -755253 | -5514578 | -5514578 | -1697968 |
Avg Bars in Trades | 92 | 112 | 73 | 92 | 112 | 73 |
Avg Bars in Winners | 36 | 41 | 32 | 51 | 54 | 50 |
Avg Bars in Losers | 215 | 223 | 203 | 168 | 180 | 146 |
Bars Traded | 5295 | 3162 | 2133 | 5295 | 3162 | 2133 |
Profit Streak | 158.1352 | 158.1352 | 279.8019 | 158.1352 | 158.1352 | 279.8019 |
Trades During Streak | 11 | 5 | 8 | 11 | 5 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -756306 | -599032 | -576022 | -756761 | -599958 | 591070 |
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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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