Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2287098.6824 | -142013.6414 | -2145085.041 | -146447.1986 | 6795547.2445 | -6941994.443 |
Total P&L (%) | -2287.0987 | -142.0136 | -2145.085 | -146.4472 | 6795.5472 | -6941.9944 |
Avg Daily Profit (%) | -0.9886 | -0.0614 | -0.9272 | 0 | 0.1832 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2334413 | -179861 | -2209016 | -10306281 | -2060389 | -10151039 |
Profit Factor | 0.2123 | 0.6662 | 0.1343 | 0.9895 | 3.1603 | 0.3596 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 58 | 27 | 31 | 34 | 18 | 16 |
Losing Trades | 37 | 20 | 17 | 61 | 29 | 32 |
Profitability (%) | 61.0526 | 57.4468 | 64.5833 | 35.7895 | 38.2979 | 33.3333 |
Ratio Avg Win / Avg Loss | 0.1354 | 0.4935 | 0.0737 | 1.7753 | 5.0916 | 0.7192 |
Largest Winning Trade | 44664 | 44664 | 30706 | 6476933 | 6476933 | 1472691 |
Largest Losing Trade | -1727083 | -82860 | -1727083 | -5440862 | -1082031 | -5440862 |
Avg Bars in Trades | 90 | 106 | 74 | 90 | 106 | 74 |
Avg Bars in Winners | 46 | 57 | 37 | 133 | 166 | 96 |
Avg Bars in Losers | 158 | 172 | 141 | 65 | 68 | 63 |
Bars Traded | 8577 | 5004 | 3573 | 8577 | 5004 | 3573 |
Profit Streak | 43.4693 | 43.4693 | 48.4693 | 0 | 0 | 0 |
Trades During Streak | 7 | 3 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577494 | -578310 | -577249 | -583273 | 340684 | -587170 |
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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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