Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2140075.6264 | -91519.2257 | -2048556.4007 | -303223.9086 | 4834388.3799 | -5137612.2886 |
Total P&L (%) | -2140.0756 | -91.5192 | -2048.5564 | -303.2239 | 4834.3884 | -5137.6123 |
Avg Daily Profit (%) | -1.146 | -0.049 | -1.097 | 0 | 0.209 | 0 |
Buy And Hold Return (%) | 463.9873 | 463.9873 | 463.9873 | 463.9873 | 463.9873 | 463.9873 |
Max Trade Drawdown | -2212237 | -141564 | -2134727 | -7497195 | -1384315 | -8218400 |
Profit Factor | 0.185 | 0.6772 | 0.1254 | 0.9802 | 2.462 | 0.5718 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 37 | 17 | 20 | 28 | 18 | 10 |
Losing Trades | 25 | 14 | 11 | 34 | 13 | 21 |
Profitability (%) | 59.6774 | 54.8387 | 64.5161 | 45.1613 | 58.0645 | 32.2581 |
Ratio Avg Win / Avg Loss | 0.125 | 0.5577 | 0.069 | 1.1902 | 1.7781 | 1.2008 |
Largest Winning Trade | 34479 | 28613 | 34479 | 4047962 | 4047962 | 2088116 |
Largest Losing Trade | -1580246 | -59516 | -1580246 | -2997281 | -778431 | -2997281 |
Avg Bars in Trades | 58 | 68 | 47 | 58 | 68 | 47 |
Avg Bars in Winners | 33 | 38 | 29 | 82 | 90 | 67 |
Avg Bars in Losers | 93 | 106 | 78 | 38 | 39 | 37 |
Bars Traded | 3597 | 2134 | 1463 | 3597 | 2134 | 1463 |
Profit Streak | 77.2181 | 77.2181 | 122.2181 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -736604 | -579226 | -577977 | -739492 | 497224 | -586050 |
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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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