Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -4621943.5064 | -104167.7298 | -4517775.7765 | -79579.0015 | -6421051.2343 | 6341472.2328 |
Total P&L (%) | -4621.9435 | -104.1677 | -4517.7758 | -79.579 | -6421.0512 | 6341.4722 |
Avg Daily Profit (%) | -1.9547 | -0.0441 | -1.9107 | -0.0672 | 0 | 0.1763 |
Buy And Hold Return (%) | 420.7234 | 420.7234 | 420.7234 | 420.7234 | 420.7234 | 420.7234 |
Max Trade Drawdown | -4801846 | -187749 | -4628065 | -6948831 | -6726202 | -2054590 |
Profit Factor | 0.083 | 0.6291 | 0.0507 | 0.9925 | 0.1634 | 3.1272 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 35 | 14 | 21 | 37 | 15 | 22 |
Losing Trades | 23 | 15 | 8 | 21 | 14 | 7 |
Profitability (%) | 60.3448 | 48.2759 | 72.4138 | 63.7931 | 51.7241 | 75.8621 |
Ratio Avg Win / Avg Loss | 0.0545 | 0.6741 | 0.0193 | 0.5633 | 0.1525 | 0.995 |
Largest Winning Trade | 62140 | 62140 | 36437 | 5003203 | 710729 | 5003203 |
Largest Losing Trade | -4369013 | -55172 | -4369013 | -2768788 | -2768788 | -1108887 |
Avg Bars in Trades | 78 | 87 | 69 | 78 | 87 | 69 |
Avg Bars in Winners | 44 | 55 | 36 | 57 | 51 | 61 |
Avg Bars in Losers | 130 | 117 | 154 | 115 | 125 | 93 |
Bars Traded | 4544 | 2538 | 2006 | 4544 | 2538 | 2006 |
Profit Streak | 141.517 | 141.517 | 279.517 | 141.517 | 141.517 | 279.517 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757459 | -580152 | -576534 | -757012 | -579258 | 566043 |
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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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