Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1558987.5824 | -44761.9799 | -1514225.6026 | -915618.9075 | 1854709.6575 | -2770328.565 |
Total P&L (%) | -1558.9876 | -44.762 | -1514.2256 | -915.6189 | 1854.7097 | -2770.3286 |
Avg Daily Profit (%) | -0.8375 | -0.024 | -0.8134 | 0 | 0.1598 | 0 |
Buy And Hold Return (%) | 31.5015 | 31.5015 | 31.5015 | 31.5015 | 31.5015 | 31.5015 |
Max Trade Drawdown | -1730845 | -73631 | -1676124 | -7879706 | -852904 | -8156688 |
Profit Factor | 0.3464 | 0.8546 | 0.271 | 0.9488 | 1.4884 | 0.8035 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 84 | 38 | 46 | 89 | 43 | 46 |
Losing Trades | 82 | 45 | 37 | 77 | 40 | 37 |
Profitability (%) | 50.6024 | 45.7831 | 55.4217 | 53.6145 | 51.8072 | 55.4217 |
Ratio Avg Win / Avg Loss | 0.3381 | 1.012 | 0.218 | 0.8209 | 1.3845 | 0.6463 |
Largest Winning Trade | 44607 | 35994 | 44607 | 3135573 | 655774 | 3135573 |
Largest Losing Trade | -1425369 | -22242 | -1425369 | -7828021 | -501962 | -7828021 |
Avg Bars in Trades | 22 | 8 | 35 | 22 | 8 | 35 |
Avg Bars in Winners | 19 | 9 | 27 | 22 | 9 | 34 |
Avg Bars in Losers | 24 | 7 | 45 | 21 | 7 | 36 |
Bars Traded | 3653 | 717 | 2936 | 3653 | 717 | 2936 |
Profit Streak | 65.602 | 98.602 | 65.602 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578168 | -579846 | -579848 | -579162 | 327937 | -580407 |
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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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