Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2065237.5292 | -110579.0068 | -1954658.5224 | 330847.7977 | -8998334.3525 | 9329182.1502 |
Total P&L (%) | -2065.2375 | -110.579 | -1954.6585 | 330.8478 | -8998.3344 | 9329.1822 |
Avg Daily Profit (%) | -0.9156 | -0.049 | -0.8666 | 0.0648 | 0 | 0.2018 |
Buy And Hold Return (%) | 339.7363 | 339.7363 | 339.7363 | 339.7363 | 339.7363 | 339.7363 |
Max Trade Drawdown | -2106196 | -138816 | -2007636 | -11137079 | -9608922 | -2207616 |
Profit Factor | 0.1768 | 0.6671 | 0.102 | 1.016 | 0.3643 | 2.4285 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 58 | 28 | 30 | 52 | 23 | 29 |
Losing Trades | 23 | 12 | 11 | 29 | 17 | 12 |
Profitability (%) | 71.6049 | 70 | 73.1707 | 64.1975 | 57.5 | 70.7317 |
Ratio Avg Win / Avg Loss | 0.0701 | 0.2859 | 0.0374 | 0.5666 | 0.2693 | 1.0049 |
Largest Winning Trade | 29057 | 24862 | 29057 | 10212896 | 816977 | 10212896 |
Largest Losing Trade | -1482801 | -54367 | -1482801 | -5415577 | -5415577 | -1944886 |
Avg Bars in Trades | 52 | 56 | 48 | 52 | 56 | 48 |
Avg Bars in Winners | 17 | 16 | 18 | 23 | 15 | 29 |
Avg Bars in Losers | 139 | 149 | 129 | 104 | 111 | 93 |
Bars Traded | 4231 | 2256 | 1975 | 4231 | 2256 | 1975 |
Profit Streak | 77.6609 | 0 | 271.6609 | 77.6609 | 0 | 271.6609 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -593419 | -578157 | -576388 | -490415 | -579777 | 563120 |
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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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