Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2154528.1853 | -94206.089 | -2060322.0963 | -164824.132 | 5621595.1752 | -5786419.3072 |
Total P&L (%) | -2154.5282 | -94.2061 | -2060.3221 | -164.8241 | 5621.5952 | -5786.4193 |
Avg Daily Profit (%) | -0.9338 | -0.0408 | -0.893 | 0 | 0.1756 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2282657 | -186782 | -2150495 | -8475576 | -494715 | -9123589 |
Profit Factor | 0.2143 | 0.7204 | 0.1434 | 0.9842 | 6.5708 | 0.3841 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 51 | 22 | 29 | 27 | 16 | 11 |
Losing Trades | 22 | 14 | 8 | 46 | 20 | 26 |
Profitability (%) | 69.863 | 61.1111 | 78.3784 | 36.9863 | 44.4444 | 29.7297 |
Ratio Avg Win / Avg Loss | 0.0925 | 0.4585 | 0.0396 | 1.6767 | 8.2135 | 0.9078 |
Largest Winning Trade | 43813 | 43813 | 43733 | 4176331 | 4176331 | 1101066 |
Largest Losing Trade | -1795702 | -81087 | -1795702 | -6652343 | -424355 | -6652343 |
Avg Bars in Trades | 174 | 206 | 143 | 174 | 206 | 143 |
Avg Bars in Winners | 55 | 52 | 56 | 287 | 341 | 208 |
Avg Bars in Losers | 451 | 449 | 455 | 108 | 99 | 115 |
Bars Traded | 12743 | 7448 | 5295 | 12743 | 7448 | 5295 |
Profit Streak | 75.2384 | 75.2384 | 259.9051 | 0 | 0 | 0 |
Trades During Streak | 11 | 5 | 7 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -652541 | -577869 | -575652 | -659338 | 511001 | -589741 |
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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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