Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3009491.8115 | -154549.3726 | -2854942.4389 | 1680271.0424 | -18526356.8901 | 20206627.9325 |
Total P&L (%) | -3009.4918 | -154.5494 | -2854.9424 | 1680.271 | -18526.3569 | 20206.6279 |
Avg Daily Profit (%) | -1.6757 | -0.0861 | -1.5896 | 0.1604 | 0 | 0.2963 |
Buy And Hold Return (%) | 277.0156 | 277.0156 | 277.0156 | 277.0156 | 277.0156 | 277.0156 |
Max Trade Drawdown | -3149611 | -223798 | -1810835 | -18272192 | -19248275 | -1167789 |
Profit Factor | 0.1132 | 0.5341 | 0.0676 | 1.0686 | 0.1098 | 6.4993 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 66 | 30 | 36 | 66 | 30 | 36 |
Losing Trades | 20 | 13 | 7 | 20 | 13 | 7 |
Profitability (%) | 76.7442 | 69.7674 | 83.7209 | 76.7442 | 69.7674 | 83.7209 |
Ratio Avg Win / Avg Loss | 0.0343 | 0.2314 | 0.0131 | 0.3238 | 0.0476 | 1.2638 |
Largest Winning Trade | 17576 | 13685 | 17576 | 19979657 | 217803 | 19979657 |
Largest Losing Trade | -1795165 | -67044 | -1795165 | -8758254 | -8758254 | -1280492 |
Avg Bars in Trades | 39 | 50 | 29 | 39 | 50 | 29 |
Avg Bars in Winners | 11 | 12 | 10 | 17 | 16 | 18 |
Avg Bars in Losers | 133 | 136 | 127 | 113 | 129 | 83 |
Bars Traded | 3424 | 2162 | 1262 | 3424 | 2162 | 1262 |
Profit Streak | 57.8847 | 57.8847 | 290.3847 | 57.8847 | 57.8847 | 290.3847 |
Trades During Streak | 13 | 6 | 11 | 13 | 6 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575082 | -576595 | -574684 | -133935 | -576595 | 805381 |
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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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