Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2711326.1236 | -138584.3395 | -2572741.7841 | -160157.3262 | 6393937.5502 | -6554094.8764 |
Total P&L (%) | -2711.3261 | -138.5843 | -2572.7418 | -160.1573 | 6393.9376 | -6554.0949 |
Avg Daily Profit (%) | -1.1687 | -0.0597 | -1.1089 | 0 | 0.1801 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2807259 | -169291 | -2652504 | -11531108 | -1798015 | -10578670 |
Profit Factor | 0.1565 | 0.6057 | 0.1014 | 0.9881 | 3.6514 | 0.4044 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 52 | 23 | 29 | 24 | 13 | 11 |
Losing Trades | 19 | 12 | 7 | 47 | 22 | 25 |
Profitability (%) | 73.2394 | 65.7143 | 80.5556 | 33.8028 | 37.1429 | 30.5556 |
Ratio Avg Win / Avg Loss | 0.0572 | 0.316 | 0.0245 | 1.935 | 6.1793 | 0.9192 |
Largest Winning Trade | 34797 | 29807 | 34797 | 6419232 | 6419232 | 1905558 |
Largest Losing Trade | -2260050 | -84000 | -2260050 | -7315108 | -934525 | -7315108 |
Avg Bars in Trades | 89 | 108 | 71 | 89 | 108 | 71 |
Avg Bars in Winners | 29 | 36 | 24 | 153 | 185 | 116 |
Avg Bars in Losers | 253 | 247 | 265 | 56 | 63 | 51 |
Bars Traded | 6360 | 3797 | 2564 | 6360 | 3797 | 2564 |
Profit Streak | 166.9319 | 166.9319 | 270.9319 | 0 | 0 | 0 |
Trades During Streak | 13 | 6 | 8 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -667142 | -577310 | -575376 | -675576 | 347888 | -588341 |
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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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