Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2113697.9578 | -102733.4306 | -2010964.5273 | 103555.3244 | 20618156.4377 | -20514601.1133 |
Total P&L (%) | -2113.698 | -102.7334 | -2010.9645 | 103.5553 | 20618.1564 | -20514.6011 |
Avg Daily Profit (%) | -0.9136 | -0.0444 | -0.8692 | 0.0307 | 0.2308 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2251731 | -176436 | -2103110 | -29052785 | -916191 | -33274668 |
Profit Factor | 0.2196 | 0.7038 | 0.1485 | 1.0028 | 8.384 | 0.4061 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 38 | 17 | 21 | 32 | 16 | 16 |
Losing Trades | 21 | 12 | 9 | 27 | 13 | 14 |
Profitability (%) | 64.4068 | 58.6207 | 70 | 54.2373 | 55.1724 | 53.3333 |
Ratio Avg Win / Avg Loss | 0.1213 | 0.4968 | 0.0636 | 0.8461 | 6.812 | 0.3553 |
Largest Winning Trade | 71023 | 71023 | 46011 | 14477733 | 14477733 | 4314845 |
Largest Losing Trade | -1563715 | -79355 | -1563715 | -24265556 | -911828 | -24265556 |
Avg Bars in Trades | 110 | 124 | 96 | 110 | 124 | 96 |
Avg Bars in Winners | 64 | 74 | 55 | 114 | 137 | 91 |
Avg Bars in Losers | 193 | 194 | 191 | 104 | 108 | 101 |
Bars Traded | 6493 | 3605 | 2888 | 6493 | 3605 | 2888 |
Profit Streak | 160.1748 | 160.1748 | 279.1748 | 160.1748 | 160.1748 | 335.8415 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -756998 | -578750 | -576883 | -548521 | 662758 | -579028 |
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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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