Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2012921.5849 | -59620.2983 | -1953301.2866 | -50514.6975 | 8039467.7908 | -8089982.4883 |
Total P&L (%) | -2012.9216 | -59.6203 | -1953.3013 | -50.5147 | 8039.4678 | -8089.9825 |
Avg Daily Profit (%) | -1.0723 | -0.0318 | -1.0406 | -0.0375 | 0.2346 | 0 |
Buy And Hold Return (%) | 415.577 | 415.577 | 415.577 | 415.577 | 415.577 | 415.577 |
Max Trade Drawdown | -2206325 | -189310 | -2053919 | -7173006 | -716675 | -9764480 |
Profit Factor | 0.2346 | 0.8176 | 0.1518 | 0.9971 | 5.389 | 0.4762 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 54 | 23 | 31 | 42 | 27 | 15 |
Losing Trades | 28 | 18 | 10 | 40 | 14 | 26 |
Profitability (%) | 65.8537 | 56.0976 | 75.6098 | 51.2195 | 65.8537 | 36.5854 |
Ratio Avg Win / Avg Loss | 0.1216 | 0.6398 | 0.049 | 0.9496 | 2.7943 | 0.8254 |
Largest Winning Trade | 51678 | 51678 | 35638 | 4626702 | 3055356 | 4626702 |
Largest Losing Trade | -1310652 | -58604 | -1310652 | -5361561 | -716675 | -5361561 |
Avg Bars in Trades | 269 | 308 | 230 | 269 | 308 | 230 |
Avg Bars in Winners | 138 | 139 | 138 | 325 | 355 | 273 |
Avg Bars in Losers | 522 | 524 | 517 | 210 | 218 | 206 |
Bars Traded | 22112 | 12651 | 9461 | 22112 | 12651 | 9461 |
Profit Streak | 66.19 | 86.69 | 66.19 | 66.19 | 86.69 | 66.19 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -585785 | -578991 | -576451 | -587960 | 700759 | -584987 |
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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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