Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2607137.3906 | -242114.9591 | -2365022.4315 | -104643.0351 | 2784049.4182 | -2888692.4532 |
Total P&L (%) | -2607.1374 | -242.115 | -2365.0224 | -104.643 | 2784.0494 | -2888.6925 |
Avg Daily Profit (%) | -1.1296 | -0.1049 | -1.0247 | 0 | 0.1458 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2655769 | -213093 | -2439805 | -5035772 | -426313 | -5395577 |
Profit Factor | 0.1454 | 0.3751 | 0.112 | 0.9839 | 4.1078 | 0.4855 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 40 | 17 | 23 | 28 | 16 | 12 |
Losing Trades | 25 | 15 | 10 | 37 | 16 | 21 |
Profitability (%) | 61.5385 | 53.125 | 69.697 | 43.0769 | 50 | 36.3636 |
Ratio Avg Win / Avg Loss | 0.0909 | 0.331 | 0.0487 | 1.3002 | 4.1078 | 0.8496 |
Largest Winning Trade | 33968 | 20381 | 33968 | 2416436 | 2416436 | 1303342 |
Largest Losing Trade | -1972169 | -80330 | -1972169 | -3902480 | -426313 | -3902480 |
Avg Bars in Trades | 68 | 76 | 60 | 68 | 76 | 60 |
Avg Bars in Winners | 36 | 36 | 36 | 87 | 99 | 70 |
Avg Bars in Losers | 119 | 120 | 117 | 53 | 52 | 55 |
Bars Traded | 4438 | 2436 | 2002 | 4438 | 2436 | 2002 |
Profit Streak | 29.2207 | 29.2207 | 271.2207 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -713816 | -579865 | -576877 | -718081 | 326545 | -586105 |
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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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