Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1827718.178 | -159741.2352 | -1667976.9428 | -113641.0492 | -2199533.6193 | 2085892.5702 |
Total P&L (%) | -1827.7182 | -159.7412 | -1667.9769 | -113.641 | -2199.5336 | 2085.8926 |
Avg Daily Profit (%) | -0.9892 | -0.0865 | -0.9027 | 0 | 0 | 0.1671 |
Buy And Hold Return (%) | 10.4651 | 10.4651 | 10.4651 | 10.4651 | 10.4651 | 10.4651 |
Max Trade Drawdown | -1965289 | -249011 | -1746762 | -3039190 | -2806694 | -2362326 |
Profit Factor | 0.1573 | 0.4838 | 0.103 | 0.9835 | 0.3465 | 1.594 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 46 | 20 | 26 | 32 | 16 | 16 |
Losing Trades | 25 | 15 | 10 | 39 | 19 | 20 |
Profitability (%) | 64.7887 | 57.1429 | 72.2222 | 45.0704 | 45.7143 | 44.4444 |
Ratio Avg Win / Avg Loss | 0.0855 | 0.3628 | 0.0396 | 1.1986 | 0.4115 | 1.9925 |
Largest Winning Trade | 27794 | 27794 | 21468 | 4741916 | 852632 | 4741916 |
Largest Losing Trade | -1427404 | -62654 | -1427404 | -2141347 | -1350163 | -2141347 |
Avg Bars in Trades | 99 | 117 | 81 | 99 | 117 | 81 |
Avg Bars in Winners | 43 | 45 | 41 | 100 | 124 | 77 |
Avg Bars in Losers | 202 | 213 | 186 | 98 | 111 | 85 |
Bars Traded | 7062 | 4113 | 2949 | 7062 | 4113 | 2949 |
Profit Streak | 154.7744 | 154.7744 | 281.5244 | 0 | 0 | 0 |
Trades During Streak | 9 | 4 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -668329 | -578479 | -576506 | -672305 | -582454 | 309068 |
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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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