Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1599043.5191 | -169799.4461 | -1429244.073 | -328629.4184 | 6567740.3709 | -6896369.7893 |
Total P&L (%) | -1599.0435 | -169.7994 | -1429.2441 | -328.6294 | 6567.7404 | -6896.3698 |
Avg Daily Profit (%) | -0.6722 | -0.0714 | -0.6009 | 0 | 0.1767 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1727622 | -203777 | -1578394 | -10692734 | -1436552 | -13805579 |
Profit Factor | 0.3014 | 0.6092 | 0.2293 | 0.9826 | 2.5329 | 0.5267 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 66 | 28 | 38 | 43 | 23 | 20 |
Losing Trades | 28 | 19 | 9 | 51 | 24 | 27 |
Profitability (%) | 70.2128 | 59.5745 | 80.8511 | 45.7447 | 48.9362 | 42.5532 |
Ratio Avg Win / Avg Loss | 0.1279 | 0.4134 | 0.0543 | 1.1654 | 2.643 | 0.711 |
Largest Winning Trade | 33299 | 30697 | 33299 | 4182141 | 4182141 | 3928564 |
Largest Losing Trade | -1105430 | -62005 | -1105430 | -7394306 | -1368525 | -7394306 |
Avg Bars in Trades | 74 | 56 | 92 | 74 | 56 | 92 |
Avg Bars in Winners | 34 | 17 | 47 | 91 | 74 | 111 |
Avg Bars in Losers | 167 | 113 | 282 | 59 | 38 | 77 |
Bars Traded | 6966 | 2632 | 4334 | 6966 | 2632 | 4334 |
Profit Streak | 79.7503 | 79.7503 | 251.417 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576214 | -578492 | -575303 | -580515 | 444051 | -583592 |
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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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