Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3636589.5703 | 60199.6919 | -3696789.2623 | -1574301.2688 | 8940896.4354 | -10515197.7041 |
Total P&L (%) | -3636.5896 | 60.1997 | -3696.7893 | -1574.3013 | 8940.8964 | -10515.1977 |
Avg Daily Profit (%) | -1.6407 | 0.0272 | -1.6679 | 0 | 0.2034 | 0 |
Buy And Hold Return (%) | 294.2145 | 294.2145 | 294.2145 | 294.2145 | 294.2145 | 294.2145 |
Max Trade Drawdown | -3782314 | -116061 | -3806241 | -15820897 | -6062049 | -13966222 |
Profit Factor | 0.1525 | 1.2141 | 0.078 | 0.951 | 1.7284 | 0.4704 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 43 | 22 | 21 | 27 | 15 | 12 |
Losing Trades | 23 | 11 | 12 | 39 | 18 | 21 |
Profitability (%) | 65.1515 | 66.6667 | 63.6364 | 40.9091 | 45.4545 | 36.3636 |
Ratio Avg Win / Avg Loss | 0.0815 | 0.607 | 0.0446 | 1.3737 | 2.074 | 0.8231 |
Largest Winning Trade | 74558 | 74558 | 42423 | 6318905 | 6318905 | 4061527 |
Largest Losing Trade | -3771827 | -43990 | -3771827 | -5459776 | -4912080 | -5459776 |
Avg Bars in Trades | 64 | 68 | 59 | 64 | 68 | 59 |
Avg Bars in Winners | 34 | 33 | 36 | 93 | 110 | 72 |
Avg Bars in Losers | 119 | 138 | 101 | 43 | 33 | 52 |
Bars Traded | 4226 | 2250 | 1976 | 4226 | 2250 | 1976 |
Profit Streak | 141.7435 | 141.7435 | 264.2435 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -705899 | -321381 | -577684 | -711424 | 343819 | -586105 |
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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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