Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1605813.9945 | -39359.7432 | -1566454.2513 | -631452.4116 | 4449906.6054 | -5081359.017 |
Total P&L (%) | -1605.814 | -39.3597 | -1566.4543 | -631.4524 | 4449.9066 | -5081.359 |
Avg Daily Profit (%) | -0.6754 | -0.0166 | -0.6588 | 0 | 0.1607 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1936640 | -251039 | -1737908 | -13786973 | -2648569 | -11759823 |
Profit Factor | 0.3513 | 0.9241 | 0.1994 | 0.9687 | 1.7314 | 0.6391 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 46 | 19 | 27 | 32 | 18 | 14 |
Losing Trades | 30 | 19 | 11 | 44 | 20 | 24 |
Profitability (%) | 60.5263 | 50 | 71.0526 | 42.1053 | 47.3684 | 36.8421 |
Ratio Avg Win / Avg Loss | 0.2291 | 0.9241 | 0.0813 | 1.3319 | 1.9238 | 1.0956 |
Largest Winning Trade | 119682 | 119682 | 41212 | 4935756 | 4935756 | 4418337 |
Largest Losing Trade | -940056 | -66088 | -940056 | -7192843 | -2117372 | -7192843 |
Avg Bars in Trades | 91 | 106 | 77 | 91 | 106 | 77 |
Avg Bars in Winners | 39 | 42 | 37 | 123 | 138 | 103 |
Avg Bars in Losers | 172 | 170 | 175 | 69 | 77 | 62 |
Bars Traded | 6988 | 4040 | 2948 | 6988 | 4040 | 2948 |
Profit Streak | 77.4988 | 77.4988 | 279.1654 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -631447 | -579800 | -576664 | -635959 | 359038 | -584215 |
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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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