Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1182082.834 | -132890.3581 | -1049192.4759 | -61182.3523 | 2039807.0172 | -2100989.3696 |
Total P&L (%) | -1182.0828 | -132.8904 | -1049.1925 | -61.1824 | 2039.807 | -2100.9894 |
Avg Daily Profit (%) | -0.6397 | -0.0719 | -0.5677 | -0.0512 | 0.1659 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1235908 | -197731 | -1092962 | -2640935 | -659181 | -2694915 |
Profit Factor | 0.2508 | 0.5578 | 0.1786 | 0.9867 | 2.4957 | 0.3492 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 69 | 33 | 36 | 47 | 27 | 20 |
Losing Trades | 19 | 11 | 8 | 41 | 17 | 24 |
Profitability (%) | 78.4091 | 75 | 81.8182 | 53.4091 | 61.3636 | 45.4545 |
Ratio Avg Win / Avg Loss | 0.0691 | 0.1859 | 0.0397 | 0.8607 | 1.5714 | 0.4191 |
Largest Winning Trade | 24394 | 23888 | 24394 | 912958 | 912958 | 593398 |
Largest Losing Trade | -1091956 | -51015 | -1091956 | -1191160 | -367063 | -1191160 |
Avg Bars in Trades | 60 | 70 | 49 | 60 | 70 | 49 |
Avg Bars in Winners | 14 | 13 | 15 | 71 | 79 | 61 |
Avg Bars in Losers | 225 | 242 | 202 | 47 | 57 | 40 |
Bars Traded | 5315 | 3122 | 2193 | 5315 | 3122 | 2193 |
Profit Streak | 140.139 | 140.139 | 249.8057 | 140.139 | 140.139 | 249.8057 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575167 | -576517 | -575301 | -578686 | 539844 | -581134 |
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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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