Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1442580.5804 | -53757.8353 | -1388822.745 | -201678.6019 | -9592296.4776 | 9390617.8757 |
Total P&L (%) | -1442.5806 | -53.7578 | -1388.8227 | -201.6786 | -9592.2965 | 9390.6179 |
Avg Daily Profit (%) | -0.768 | -0.0286 | -0.7394 | 0 | 0 | 0.2427 |
Buy And Hold Return (%) | 697.65 | 697.65 | 697.65 | 697.65 | 697.65 | 697.65 |
Max Trade Drawdown | -1629870 | -205537 | -1487858 | -9133390 | -10009823 | -3094201 |
Profit Factor | 0.2488 | 0.8226 | 0.1412 | 0.9893 | 0.2759 | 2.6839 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 64 | 32 | 32 | 44 | 19 | 25 |
Losing Trades | 19 | 9 | 10 | 39 | 22 | 17 |
Profitability (%) | 77.1084 | 78.0488 | 76.1905 | 53.012 | 46.3415 | 59.5238 |
Ratio Avg Win / Avg Loss | 0.0739 | 0.2314 | 0.0441 | 0.8769 | 0.3195 | 1.825 |
Largest Winning Trade | 24444 | 24444 | 18924 | 10099500 | 1085606 | 10099500 |
Largest Losing Trade | -900433 | -63123 | -900433 | -5334339 | -5334339 | -2736720 |
Avg Bars in Trades | 64 | 77 | 51 | 64 | 77 | 51 |
Avg Bars in Winners | 20 | 22 | 19 | 38 | 47 | 32 |
Avg Bars in Losers | 210 | 274 | 152 | 92 | 103 | 78 |
Bars Traded | 5325 | 3179 | 2146 | 5325 | 3179 | 2146 |
Profit Streak | 163.6776 | 163.6776 | 259.3442 | 0 | 0 | 0 |
Trades During Streak | 15 | 7 | 8 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576590 | -575637 | -575874 | -581665 | -582165 | 532812 |
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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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