Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -4376487.6456 | -61898.4007 | -4314589.2449 | -653874.9188 | 4867168.9878 | -5521043.9066 |
Total P&L (%) | -4376.4876 | -61.8984 | -4314.5892 | -653.8749 | 4867.169 | -5521.0439 |
Avg Daily Profit (%) | -1.9779 | -0.028 | -1.9499 | 0 | 0.1767 | 0 |
Buy And Hold Return (%) | 349.8111 | 349.8111 | 349.8111 | 349.8111 | 349.8111 | 349.8111 |
Max Trade Drawdown | -4478457 | -117397 | -4409226 | -6137572 | -1466566 | -6465380 |
Profit Factor | 0.0926 | 0.7792 | 0.0503 | 0.9392 | 2.7948 | 0.3128 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 37 | 18 | 19 | 28 | 17 | 11 |
Losing Trades | 26 | 14 | 12 | 35 | 15 | 20 |
Profitability (%) | 58.7302 | 56.25 | 61.2903 | 44.4444 | 53.125 | 35.4839 |
Ratio Avg Win / Avg Loss | 0.0651 | 0.606 | 0.0317 | 1.1739 | 2.466 | 0.5687 |
Largest Winning Trade | 37522 | 37522 | 25184 | 2256618 | 2256618 | 1190010 |
Largest Losing Trade | -4337327 | -48003 | -4337327 | -4586900 | -1100386 | -4586900 |
Avg Bars in Trades | 100 | 106 | 94 | 100 | 106 | 94 |
Avg Bars in Winners | 61 | 57 | 65 | 138 | 159 | 105 |
Avg Bars in Losers | 156 | 169 | 141 | 70 | 45 | 89 |
Bars Traded | 6339 | 3397 | 2942 | 6339 | 3397 | 2942 |
Profit Streak | 21.1364 | 23.4697 | 21.1364 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -729178 | -578965 | -578802 | -732549 | 487623 | -586463 |
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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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