Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -591918.4603 | -13160.8832 | -578757.5771 | 4050797.8436 | -1599849.937 | 5650647.7806 |
Total P&L (%) | -591.9185 | -13.1609 | -578.7576 | 4050.7978 | -1599.8499 | 5650.6478 |
Avg Daily Profit (%) | -0.2994 | -0.0067 | -0.2927 | 0.1886 | 0 | 0.2052 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -856557 | -26267 | -867385 | -9260438 | -1920693 | -8452885 |
Profit Factor | 0.4374 | 0.8338 | 0.4051 | 1.2787 | 0.6234 | 1.5493 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 42 | 19 | 23 | 42 | 18 | 24 |
Losing Trades | 17 | 11 | 6 | 17 | 12 | 5 |
Profitability (%) | 71.1864 | 63.3333 | 79.3103 | 71.1864 | 60 | 82.7586 |
Ratio Avg Win / Avg Loss | 0.177 | 0.4827 | 0.1057 | 0.5176 | 0.4156 | 0.3228 |
Largest Winning Trade | 60035 | 11694 | 60035 | 2579973 | 666816 | 2579973 |
Largest Losing Trade | -539437 | -26267 | -539437 | -5811498 | -1478768 | -5811498 |
Avg Bars in Trades | 95 | 7 | 186 | 95 | 7 | 186 |
Avg Bars in Winners | 61 | 3 | 109 | 84 | 3 | 144 |
Avg Bars in Losers | 179 | 13 | 482 | 123 | 12 | 388 |
Bars Traded | 5625 | 214 | 5411 | 5625 | 214 | 5411 |
Profit Streak | 0 | 0 | 544.2774 | 0 | 0 | 544.2774 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -757531 | -578819 | -576074 | -170525 | -579251 | 471019 |
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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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