Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2856008.5889 | -67439.5305 | -2788569.0584 | -90419.4729 | 20388806.154 | -20479225.6269 |
Total P&L (%) | -2856.0086 | -67.4395 | -2788.5691 | -90.4195 | 20388.8062 | -20479.2256 |
Avg Daily Profit (%) | -1.3977 | -0.033 | -1.3647 | -0.1147 | 0.2608 | 0 |
Buy And Hold Return (%) | 3069.0077 | 3069.0077 | 3069.0077 | 3069.0077 | 3069.0077 | 3069.0077 |
Max Trade Drawdown | -2919489 | -134556 | -2835750 | -33027635 | -7606228 | -29616233 |
Profit Factor | 0.1659 | 0.8049 | 0.0942 | 0.9978 | 2.8739 | 0.3253 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 54 | 25 | 29 | 48 | 25 | 23 |
Losing Trades | 27 | 15 | 12 | 33 | 15 | 18 |
Profitability (%) | 66.6667 | 62.5 | 70.7317 | 59.2593 | 62.5 | 56.0976 |
Ratio Avg Win / Avg Loss | 0.083 | 0.483 | 0.039 | 0.686 | 1.7244 | 0.2546 |
Largest Winning Trade | 27577 | 27577 | 23292 | 20934084 | 20934084 | 6842524 |
Largest Losing Trade | -1435830 | -79397 | -1435830 | -18423304 | -5206457 | -18423304 |
Avg Bars in Trades | 69 | 73 | 66 | 69 | 73 | 66 |
Avg Bars in Winners | 24 | 25 | 24 | 49 | 55 | 42 |
Avg Bars in Losers | 158 | 152 | 166 | 99 | 102 | 96 |
Bars Traded | 5636 | 2927 | 2709 | 5636 | 2927 | 2709 |
Profit Streak | 0 | 395.4878 | 0 | 0 | 395.4878 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -594617 | -577732 | -578054 | -595577 | 606689 | -579951 |
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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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