Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2638961.7607 | -157605.4506 | -2481356.3101 | -99972.4679 | 4969053.2858 | -5069025.7537 |
Total P&L (%) | -2638.9618 | -157.6055 | -2481.3563 | -99.9725 | 4969.0533 | -5069.0258 |
Avg Daily Profit (%) | -1.1435 | -0.0683 | -1.0752 | -0.3546 | 0.1703 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2756027 | -236423 | -2574554 | -12906797 | -573556 | -12874652 |
Profit Factor | 0.2093 | 0.6679 | 0.1333 | 0.9928 | 7.6133 | 0.6153 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 53 | 24 | 29 | 51 | 23 | 28 |
Losing Trades | 36 | 20 | 16 | 38 | 21 | 17 |
Profitability (%) | 59.5506 | 54.5455 | 64.4444 | 57.3034 | 52.2727 | 62.2222 |
Ratio Avg Win / Avg Loss | 0.1422 | 0.5566 | 0.0735 | 0.7397 | 6.9513 | 0.3736 |
Largest Winning Trade | 55100 | 49250 | 55100 | 3385914 | 2749988 | 3385914 |
Largest Losing Trade | -2092350 | -82445 | -2092350 | -12832706 | -514910 | -12832706 |
Avg Bars in Trades | 100 | 113 | 87 | 100 | 113 | 87 |
Avg Bars in Winners | 56 | 64 | 49 | 66 | 75 | 60 |
Avg Bars in Losers | 165 | 171 | 157 | 145 | 154 | 133 |
Bars Traded | 8930 | 4978 | 3952 | 8930 | 4978 | 3952 |
Profit Streak | 75.9319 | 75.9319 | 121.9319 | 75.9319 | 75.9319 | 121.9319 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577833 | -579165 | -577487 | -578124 | 634668 | -577776 |
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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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