Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2284934.1661 | -169289.6639 | -2115644.5022 | -71165.4304 | 1614361.3985 | -1685526.8289 |
Total P&L (%) | -2284.9342 | -169.2897 | -2115.6445 | -71.1654 | 1614.3614 | -1685.5268 |
Avg Daily Profit (%) | -1.2782 | -0.0947 | -1.1835 | -0.0695 | 0.1591 | 0 |
Buy And Hold Return (%) | 354.5646 | 354.5646 | 354.5646 | 354.5646 | 354.5646 | 354.5646 |
Max Trade Drawdown | -1347165 | -234684 | -1132752 | -9755114 | -595966 | -9315478 |
Profit Factor | 0.1528 | 0.5253 | 0.096 | 0.9936 | 3.5363 | 0.839 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 63 | 29 | 34 | 65 | 30 | 35 |
Losing Trades | 18 | 11 | 7 | 16 | 10 | 6 |
Profitability (%) | 77.7778 | 72.5 | 82.9268 | 80.2469 | 75 | 85.3659 |
Ratio Avg Win / Avg Loss | 0.0437 | 0.1993 | 0.0198 | 0.2446 | 1.1788 | 0.1438 |
Largest Winning Trade | 18937 | 15228 | 18937 | 7692443 | 1056755 | 7692443 |
Largest Losing Trade | -1086006 | -66444 | -1086006 | -9315478 | -267248 | -9315478 |
Avg Bars in Trades | 63 | 77 | 49 | 63 | 77 | 49 |
Avg Bars in Winners | 16 | 15 | 16 | 21 | 19 | 23 |
Avg Bars in Losers | 227 | 238 | 210 | 232 | 248 | 205 |
Bars Traded | 5130 | 3082 | 2048 | 5130 | 3082 | 2048 |
Profit Streak | 140.665 | 140.665 | 280.665 | 140.665 | 140.665 | 280.665 |
Trades During Streak | 21 | 10 | 14 | 21 | 10 | 14 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -591418 | -576260 | -575001 | -591106 | 590747 | -574764 |
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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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