Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2065148.9628 | -63597.6326 | -2001551.3301 | -198497.1614 | 8295308.7727 | -8493805.9341 |
Total P&L (%) | -2065.149 | -63.5976 | -2001.5513 | -198.4972 | 8295.3088 | -8493.8059 |
Avg Daily Profit (%) | -0.889 | -0.0274 | -0.8616 | 0 | 0.1909 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2203057 | -175256 | -2089749 | -16592638 | -5320373 | -14057795 |
Profit Factor | 0.2478 | 0.8305 | 0.1556 | 0.9905 | 2.3734 | 0.4272 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 56 | 25 | 31 | 26 | 15 | 11 |
Losing Trades | 21 | 13 | 8 | 51 | 23 | 28 |
Profitability (%) | 72.7273 | 65.7895 | 79.4872 | 33.7662 | 39.4737 | 28.2051 |
Ratio Avg Win / Avg Loss | 0.0929 | 0.4318 | 0.0402 | 1.9429 | 3.6392 | 1.0875 |
Largest Winning Trade | 36930 | 36930 | 36130 | 9239051 | 9239051 | 2188108 |
Largest Losing Trade | -1690898 | -80779 | -1690898 | -6900172 | -1995493 | -6900172 |
Avg Bars in Trades | 56 | 66 | 46 | 56 | 66 | 46 |
Avg Bars in Winners | 21 | 24 | 17 | 92 | 106 | 72 |
Avg Bars in Losers | 149 | 146 | 155 | 37 | 40 | 35 |
Bars Traded | 4324 | 2528 | 1796 | 4324 | 2528 | 1796 |
Profit Streak | 3.451 | 0 | 272.951 | 0 | 21.451 | 0 |
Trades During Streak | 1 | 0 | 8 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -624557 | -578718 | -575474 | -630590 | 322228 | -594779 |
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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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