Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2421519.8438 | -183938.6782 | -2237581.1656 | -110510.7711 | 3648386.3126 | -3758897.0836 |
Total P&L (%) | -2421.5198 | -183.9387 | -2237.5812 | -110.5108 | 3648.3863 | -3758.8971 |
Avg Daily Profit (%) | -1.0496 | -0.0797 | -0.9698 | 0 | 0.1572 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2461180 | -209155 | -2275550 | -5784211 | -659361 | -6095272 |
Profit Factor | 0.1552 | 0.4777 | 0.11 | 0.9844 | 5.4118 | 0.399 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 39 | 15 | 24 | 31 | 21 | 10 |
Losing Trades | 30 | 19 | 11 | 38 | 13 | 25 |
Profitability (%) | 56.5217 | 44.1176 | 68.5714 | 44.9275 | 61.7647 | 28.5714 |
Ratio Avg Win / Avg Loss | 0.1194 | 0.6051 | 0.0504 | 1.2067 | 3.3502 | 0.9976 |
Largest Winning Trade | 45438 | 32624 | 45438 | 3103976 | 3103976 | 981111 |
Largest Losing Trade | -1877874 | -81584 | -1877874 | -4154476 | -522884 | -4154476 |
Avg Bars in Trades | 184 | 218 | 151 | 184 | 218 | 151 |
Avg Bars in Winners | 62 | 54 | 67 | 263 | 280 | 227 |
Avg Bars in Losers | 342 | 347 | 334 | 120 | 118 | 121 |
Bars Traded | 12725 | 7427 | 5298 | 12725 | 7427 | 5298 |
Profit Streak | 31.9548 | 31.9548 | 40.7881 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -684477 | -582542 | -577392 | -687361 | 621960 | -594861 |
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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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