Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1969395.7667 | -167798.6089 | -1801597.1578 | -91732.947 | 2072902.2058 | -2164635.1527 |
Total P&L (%) | -1969.3958 | -167.7986 | -1801.5972 | -91.7329 | 2072.9022 | -2164.6352 |
Avg Daily Profit (%) | -1.0449 | -0.089 | -0.9559 | -0.1322 | 0.1635 | 0 |
Buy And Hold Return (%) | 328.7403 | 328.7403 | 328.7403 | 328.7403 | 328.7403 | 328.7403 |
Max Trade Drawdown | -2132193 | -264848 | -1893759 | -4368407 | -608138 | -3760269 |
Profit Factor | 0.2214 | 0.6198 | 0.1372 | 0.9827 | 3.6778 | 0.5225 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 136 | 62 | 74 | 88 | 46 | 42 |
Losing Trades | 43 | 27 | 16 | 91 | 43 | 48 |
Profitability (%) | 75.9777 | 69.6629 | 82.2222 | 49.162 | 51.6854 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.07 | 0.2699 | 0.0297 | 1.0162 | 3.438 | 0.5971 |
Largest Winning Trade | 25451 | 25451 | 16313 | 2126012 | 2072842 | 2126012 |
Largest Losing Trade | -1146611 | -60580 | -1146611 | -3225233 | -446764 | -3225233 |
Avg Bars in Trades | 40 | 48 | 33 | 40 | 48 | 33 |
Avg Bars in Winners | 14 | 13 | 15 | 52 | 65 | 37 |
Avg Bars in Losers | 124 | 128 | 116 | 30 | 29 | 30 |
Bars Traded | 7313 | 4299 | 3015 | 7313 | 4299 | 3015 |
Profit Streak | 36.1375 | 36.1375 | 74.1375 | 36.1375 | 36.1375 | 74.1375 |
Trades During Streak | 9 | 4 | 9 | 9 | 4 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574813 | -576763 | -575083 | -576839 | 557803 | -580762 |
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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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