Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1284245.7134 | 26687.1373 | -1310932.8507 | -772180.4519 | 5664727.7084 | -6436908.1602 |
Total P&L (%) | -1284.2457 | 26.6871 | -1310.9329 | -772.1805 | 5664.7277 | -6436.9082 |
Avg Daily Profit (%) | -0.546 | 0.0113 | -0.5574 | 0 | 0.1725 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1601520 | -185139 | -1455226 | -8171271 | -1767193 | -8270553 |
Profit Factor | 0.3299 | 1.0762 | 0.1631 | 0.9397 | 2.9551 | 0.3497 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 64 | 28 | 36 | 44 | 24 | 20 |
Losing Trades | 23 | 15 | 8 | 43 | 19 | 24 |
Profitability (%) | 73.5632 | 65.1163 | 81.8182 | 50.5747 | 55.814 | 45.4545 |
Ratio Avg Win / Avg Loss | 0.1186 | 0.5765 | 0.0362 | 0.9183 | 2.3394 | 0.4197 |
Largest Winning Trade | 57035 | 57035 | 24547 | 2940690 | 2940690 | 1452540 |
Largest Losing Trade | -1411794 | -64640 | -1411794 | -8130438 | -565787 | -8130438 |
Avg Bars in Trades | 49 | 54 | 44 | 49 | 54 | 44 |
Avg Bars in Winners | 18 | 12 | 23 | 66 | 81 | 47 |
Avg Bars in Losers | 134 | 133 | 136 | 32 | 20 | 41 |
Bars Traded | 4297 | 2345 | 1952 | 4297 | 2345 | 1952 |
Profit Streak | 14.1384 | 36.1384 | 14.1384 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576137 | -316887 | -576058 | -580471 | 513028 | -582487 |
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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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