Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1932218.4518 | -66716.1321 | -1865502.3197 | -1192665.6372 | 5308211.4721 | -6500877.1094 |
Total P&L (%) | -1932.2185 | -66.7161 | -1865.5023 | -1192.6656 | 5308.2115 | -6500.8771 |
Avg Daily Profit (%) | -1.0766 | -0.0372 | -1.0394 | 0 | 0.2226 | 0 |
Buy And Hold Return (%) | 221.7028 | 221.7028 | 221.7028 | 221.7028 | 221.7028 | 221.7028 |
Max Trade Drawdown | -2128043 | -177501 | -2047257 | -5418738 | -329684 | -8084817 |
Profit Factor | 0.1963 | 0.7056 | 0.1433 | 0.8853 | 6.6549 | 0.313 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 45 | 16 | 29 | 27 | 21 | 6 |
Losing Trades | 23 | 18 | 5 | 41 | 13 | 28 |
Profitability (%) | 66.1765 | 47.0588 | 85.2941 | 39.7059 | 61.7647 | 17.6471 |
Ratio Avg Win / Avg Loss | 0.1004 | 0.7938 | 0.0247 | 1.3444 | 4.1197 | 1.4609 |
Largest Winning Trade | 46107 | 46107 | 21644 | 2698974 | 2698974 | 2072830 |
Largest Losing Trade | -2047257 | -64729 | -2047257 | -4989219 | -146070 | -4989219 |
Avg Bars in Trades | 93 | 85 | 101 | 93 | 85 | 101 |
Avg Bars in Winners | 51 | 41 | 57 | 132 | 113 | 199 |
Avg Bars in Losers | 175 | 124 | 359 | 67 | 40 | 80 |
Bars Traded | 6355 | 2904 | 3451 | 6355 | 2904 | 3451 |
Profit Streak | 91.9074 | 91.9074 | 260.4074 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 7 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -690736 | -580979 | -574949 | -696892 | 657610 | -641350 |
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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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