Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1964140.412 | -155343.484 | -1808796.928 | -52202.7363 | -4245630.9069 | 4193428.1706 |
Total P&L (%) | -1964.1404 | -155.3435 | -1808.7969 | -52.2027 | -4245.6309 | 4193.4282 |
Avg Daily Profit (%) | -0.8711 | -0.0689 | -0.8022 | -0.0327 | 0 | 0.1669 |
Buy And Hold Return (%) | 344.7619 | 344.7619 | 344.7619 | 344.7619 | 344.7619 | 344.7619 |
Max Trade Drawdown | -2010504 | -195962 | -1861787 | -6493422 | -5149209 | -1352929 |
Profit Factor | 0.1783 | 0.5751 | 0.1066 | 0.9938 | 0.2626 | 2.5728 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 45 | 19 | 26 | 39 | 16 | 23 |
Losing Trades | 30 | 18 | 12 | 36 | 21 | 15 |
Profitability (%) | 60 | 51.3514 | 68.4211 | 52 | 43.2432 | 60.5263 |
Ratio Avg Win / Avg Loss | 0.1189 | 0.5449 | 0.0492 | 0.9174 | 0.3446 | 1.6779 |
Largest Winning Trade | 26495 | 26495 | 18134 | 5057886 | 1110463 | 5057886 |
Largest Losing Trade | -1267910 | -58447 | -1267910 | -2704812 | -2704812 | -759354 |
Avg Bars in Trades | 171 | 192 | 151 | 171 | 192 | 151 |
Avg Bars in Winners | 67 | 62 | 71 | 84 | 75 | 90 |
Avg Bars in Losers | 327 | 329 | 325 | 266 | 281 | 245 |
Bars Traded | 12886 | 7124 | 5762 | 12886 | 7124 | 5762 |
Profit Streak | 11.7292 | 0 | 280.0625 | 11.7292 | 0 | 280.0625 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -639853 | -580597 | -576962 | -641168 | -583400 | 556286 |
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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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