Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2495912.9567 | -77937.2016 | -2417975.7551 | -312589.7949 | 16784057.6413 | -17096647.4362 |
Total P&L (%) | -2495.913 | -77.9372 | -2417.9758 | -312.5898 | 16784.0576 | -17096.6474 |
Avg Daily Profit (%) | -1.0784 | -0.0337 | -1.0447 | 0 | 0.2218 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2695528 | -184587 | -2531596 | -24996259 | -2211470 | -26645526 |
Profit Factor | 0.2211 | 0.7967 | 0.1429 | 0.9901 | 5.3668 | 0.38 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 56 | 24 | 32 | 34 | 20 | 14 |
Losing Trades | 25 | 16 | 9 | 47 | 20 | 27 |
Profitability (%) | 69.1358 | 60 | 78.0488 | 41.9753 | 50 | 34.1463 |
Ratio Avg Win / Avg Loss | 0.0987 | 0.5312 | 0.0402 | 1.3686 | 5.3668 | 0.7329 |
Largest Winning Trade | 41741 | 41741 | 39344 | 12249261 | 12249261 | 2954724 |
Largest Losing Trade | -2066513 | -80671 | -2066513 | -19360841 | -1801767 | -19360841 |
Avg Bars in Trades | 105 | 122 | 89 | 105 | 122 | 89 |
Avg Bars in Winners | 37 | 39 | 36 | 151 | 176 | 114 |
Avg Bars in Losers | 258 | 246 | 280 | 73 | 68 | 76 |
Bars Traded | 8579 | 4896 | 3683 | 8579 | 4896 | 3683 |
Profit Streak | 82.0056 | 82.0056 | 124.2556 | 0 | 0 | 0 |
Trades During Streak | 9 | 4 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -592676 | -578041 | -575686 | -598509 | 587395 | -586907 |
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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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