Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1998731.8083 | -227100.0482 | -1771631.7601 | -95348.5167 | 3108932.6632 | -3204281.1799 |
Total P&L (%) | -1998.7318 | -227.1 | -1771.6318 | -95.3485 | 3108.9327 | -3204.2812 |
Avg Daily Profit (%) | -1.0666 | -0.1212 | -0.9454 | -0.1636 | 0.1853 | 0 |
Buy And Hold Return (%) | 470.1109 | 470.1109 | 470.1109 | 470.1109 | 470.1109 | 470.1109 |
Max Trade Drawdown | -2152309 | -305188 | -1847121 | -3256185 | -328846 | -3515795 |
Profit Factor | 0.1444 | 0.4087 | 0.0924 | 0.9835 | 9.4087 | 0.4065 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 48 | 18 | 30 | 44 | 27 | 17 |
Losing Trades | 29 | 20 | 9 | 33 | 11 | 22 |
Profitability (%) | 62.3377 | 47.3684 | 76.9231 | 57.1429 | 71.0526 | 43.5897 |
Ratio Avg Win / Avg Loss | 0.0872 | 0.4541 | 0.0277 | 0.7376 | 3.8332 | 0.526 |
Largest Winning Trade | 33814 | 33814 | 18924 | 1826343 | 1358021 | 1826343 |
Largest Losing Trade | -1016441 | -56050 | -1016441 | -3256185 | -328846 | -3256185 |
Avg Bars in Trades | 70 | 85 | 55 | 70 | 85 | 55 |
Avg Bars in Winners | 26 | 25 | 27 | 92 | 103 | 74 |
Avg Bars in Losers | 143 | 139 | 151 | 41 | 43 | 41 |
Bars Traded | 5436 | 3258 | 2178 | 5436 | 3258 | 2178 |
Profit Streak | 25.7174 | 25.7174 | 278.7174 | 25.7174 | 25.7174 | 342.7174 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -623714 | -581246 | -575874 | -624387 | 700796 | -581846 |
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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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