Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2447657.1139 | -148577.2728 | -2299079.8412 | -119817.0423 | 7919337.9932 | -8039155.0356 |
Total P&L (%) | -2447.6571 | -148.5773 | -2299.0798 | -119.817 | 7919.338 | -8039.155 |
Avg Daily Profit (%) | -1.0554 | -0.0641 | -0.9913 | 0 | 0.1892 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2608149 | -210309 | -2397839 | -12163065 | -1548718 | -12785921 |
Profit Factor | 0.1847 | 0.5986 | 0.1265 | 0.9925 | 4.0758 | 0.3989 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 39 | 17 | 22 | 25 | 14 | 11 |
Losing Trades | 22 | 13 | 9 | 36 | 16 | 20 |
Profitability (%) | 63.9344 | 56.6667 | 70.9677 | 40.9836 | 46.6667 | 35.4839 |
Ratio Avg Win / Avg Loss | 0.1042 | 0.4577 | 0.0518 | 1.4292 | 4.6581 | 0.7253 |
Largest Winning Trade | 35972 | 35972 | 33704 | 7688550 | 7688550 | 2694093 |
Largest Losing Trade | -1883170 | -82135 | -1883170 | -7304974 | -844130 | -7304974 |
Avg Bars in Trades | 213 | 227 | 199 | 213 | 227 | 199 |
Avg Bars in Winners | 104 | 107 | 101 | 301 | 319 | 277 |
Avg Bars in Losers | 406 | 383 | 439 | 151 | 145 | 156 |
Bars Traded | 13005 | 6811 | 6194 | 13005 | 6811 | 6194 |
Profit Streak | 126.606 | 169.606 | 126.606 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -743518 | -578606 | -576748 | -748895 | 493888 | -586463 |
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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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