Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1433741.7609 | -22839.5497 | -1410902.2112 | -2403636.7404 | 3724591.4959 | -6128228.2363 |
Total P&L (%) | -1433.7418 | -22.8396 | -1410.9022 | -2403.6367 | 3724.5915 | -6128.2282 |
Avg Daily Profit (%) | -0.7926 | -0.0126 | -0.7799 | 0 | 0.2016 | 0 |
Buy And Hold Return (%) | 781.9412 | 781.9412 | 781.9412 | 781.9412 | 781.9412 | 781.9412 |
Max Trade Drawdown | -824903 | -73954 | -776908 | -13674689 | -376056 | -16523562 |
Profit Factor | 0.2428 | 0.8726 | 0.1769 | 0.8899 | 4.458 | 0.7047 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 32 | 11 | 21 | 33 | 24 | 9 |
Losing Trades | 34 | 22 | 12 | 33 | 9 | 24 |
Profitability (%) | 48.4848 | 33.3333 | 63.6364 | 50 | 72.7273 | 27.2727 |
Ratio Avg Win / Avg Loss | 0.2579 | 1.7453 | 0.1011 | 0.8899 | 1.6718 | 1.8793 |
Largest Winning Trade | 90198 | 90198 | 55946 | 7706071 | 912417 | 7706071 |
Largest Losing Trade | -761562 | -30888 | -761562 | -10829817 | -375802 | -10829817 |
Avg Bars in Trades | 159 | 26 | 292 | 159 | 26 | 292 |
Avg Bars in Winners | 111 | 23 | 158 | 159 | 24 | 518 |
Avg Bars in Losers | 204 | 27 | 527 | 159 | 29 | 208 |
Bars Traded | 10526 | 862 | 9664 | 10526 | 862 | 9664 |
Profit Streak | 0 | 0 | 0 | 171.6869 | 225.6869 | 171.6869 |
Trades During Streak | 0 | 0 | 0 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -709867 | -584228 | -579035 | -707866 | 665467 | -596854 |
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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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