Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2215625.5845 | -209041.6895 | -2006583.8949 | -143511.6893 | 1968666.049 | -2112177.7383 |
Total P&L (%) | -2215.6256 | -209.0417 | -2006.5839 | -143.5117 | 1968.666 | -2112.1777 |
Avg Daily Profit (%) | -1.2396 | -0.117 | -1.1227 | 0 | 0.1696 | 0 |
Buy And Hold Return (%) | 124.8898 | 124.8898 | 124.8898 | 124.8898 | 124.8898 | 124.8898 |
Max Trade Drawdown | -2259980 | -230332 | -81682 | -2123731 | -131939 | -374386 |
Profit Factor | 0.0836 | 0.2944 | 0.0542 | 0.9418 | 9.0347 | 0.0486 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 50 | 22 | 28 | 16 | 11 | 5 |
Losing Trades | 18 | 12 | 6 | 52 | 23 | 29 |
Profitability (%) | 73.5294 | 64.7059 | 82.3529 | 23.5294 | 32.3529 | 14.7059 |
Ratio Avg Win / Avg Loss | 0.0301 | 0.1606 | 0.0116 | 3.0608 | 18.8907 | 0.2819 |
Largest Winning Trade | 11036 | 11036 | 10365 | 1308299 | 1308299 | 65473 |
Largest Losing Trade | -2018270 | -85310 | -2018270 | -1800715 | -131939 | -1800715 |
Avg Bars in Trades | 69 | 98 | 41 | 69 | 98 | 41 |
Avg Bars in Winners | 12 | 16 | 9 | 221 | 259 | 138 |
Avg Bars in Losers | 230 | 248 | 194 | 23 | 20 | 24 |
Bars Traded | 4755 | 3337 | 1418 | 4755 | 3337 | 1418 |
Profit Streak | 72.6433 | 72.6433 | 253.3099 | 0 | 0 | 0 |
Trades During Streak | 11 | 5 | 9 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -689563 | -577413 | -575188 | -728074 | 339357 | -655980 |
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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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