Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3173242.5978 | -36688.4951 | -3136554.1026 | -2569735.9642 | 2891659.1441 | -5461395.1083 |
Total P&L (%) | -3173.2426 | -36.6885 | -3136.5541 | -2569.736 | 2891.6591 | -5461.3951 |
Avg Daily Profit (%) | -1.4259 | -0.0165 | -1.4094 | 0 | 0.1528 | 0 |
Buy And Hold Return (%) | 210.216 | 210.216 | 210.216 | 210.216 | 210.216 | 210.216 |
Max Trade Drawdown | -3277515 | -96457 | -3217767 | -7250780 | -1069733 | -7736162 |
Profit Factor | 0.0785 | 0.6959 | 0.0561 | 0.7997 | 2.2745 | 0.483 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 60 | 27 | 33 | 25 | 17 | 8 |
Losing Trades | 23 | 15 | 8 | 58 | 25 | 33 |
Profitability (%) | 72.2892 | 64.2857 | 80.4878 | 30.1205 | 40.4762 | 19.5122 |
Ratio Avg Win / Avg Loss | 0.0301 | 0.3866 | 0.0136 | 1.8554 | 3.3448 | 1.9922 |
Largest Winning Trade | 16768 | 16768 | 16032 | 3342937 | 1419314 | 3342937 |
Largest Losing Trade | -3217767 | -20643 | -3217767 | -4081289 | -908399 | -4081289 |
Avg Bars in Trades | 46 | 12 | 81 | 46 | 12 | 81 |
Avg Bars in Winners | 16 | 5 | 25 | 62 | 24 | 142 |
Avg Bars in Losers | 125 | 26 | 311 | 39 | 5 | 66 |
Bars Traded | 3858 | 537 | 3321 | 3858 | 537 | 3321 |
Profit Streak | 208.3437 | 208.3437 | 221.8437 | 0 | 0 | 0 |
Trades During Streak | 12 | 6 | 9 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577312 | -577169 | -575302 | -587008 | 308943 | -631966 |
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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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