Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2466549.9865 | -160501.3467 | -2306048.6398 | 499685.7037 | -5574519.404 | 6074205.1077 |
Total P&L (%) | -2466.55 | -160.5013 | -2306.0486 | 499.6857 | -5574.5194 | 6074.2051 |
Avg Daily Profit (%) | -1.3758 | -0.0895 | -1.2863 | 0.1 | 0 | 0.2302 |
Buy And Hold Return (%) | 381.176 | 381.176 | 381.176 | 381.176 | 381.176 | 381.176 |
Max Trade Drawdown | -2494389 | -227034 | -2366681 | -20345233 | -13524501 | -10303682 |
Profit Factor | 0.2109 | 0.6542 | 0.1336 | 1.014 | 0.6912 | 1.3424 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 89 | 40 | 49 | 87 | 39 | 48 |
Losing Trades | 81 | 45 | 36 | 83 | 46 | 37 |
Profitability (%) | 52.3529 | 47.0588 | 57.6471 | 51.1765 | 45.8824 | 56.4706 |
Ratio Avg Win / Avg Loss | 0.1919 | 0.736 | 0.0982 | 0.9673 | 0.8152 | 1.0348 |
Largest Winning Trade | 35280 | 35280 | 25182 | 15498855 | 5420440 | 15498855 |
Largest Losing Trade | -1182303 | -54901 | -1182303 | -10268089 | -5764217 | -10268089 |
Avg Bars in Trades | 123 | 135 | 111 | 123 | 135 | 111 |
Avg Bars in Winners | 70 | 68 | 71 | 83 | 76 | 89 |
Avg Bars in Losers | 182 | 194 | 167 | 164 | 184 | 140 |
Bars Traded | 20981 | 11485 | 9496 | 20981 | 11485 | 9496 |
Profit Streak | 0 | 28.1906 | 0 | 0 | 28.1906 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579582 | -580783 | -580113 | -334363 | -581241 | 329454 |
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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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