Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2792898.2778 | -194194.6117 | -2598703.6661 | -117239.5488 | 9311733.7337 | -9428973.2825 |
Total P&L (%) | -2792.8983 | -194.1946 | -2598.7037 | -117.2395 | 9311.7337 | -9428.9733 |
Avg Daily Profit (%) | -1.2076 | -0.084 | -1.1236 | 0 | 0.1967 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2897799 | -210445 | -2698943 | -13462877 | -466145 | -15152972 |
Profit Factor | 0.1727 | 0.5387 | 0.1206 | 0.9927 | 13.6619 | 0.3887 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 48 | 20 | 28 | 38 | 21 | 17 |
Losing Trades | 33 | 20 | 13 | 43 | 19 | 24 |
Profitability (%) | 59.2593 | 50 | 68.2927 | 46.9136 | 52.5 | 41.4634 |
Ratio Avg Win / Avg Loss | 0.1187 | 0.5387 | 0.056 | 1.1234 | 12.3607 | 0.5487 |
Largest Winning Trade | 48180 | 30998 | 48180 | 4705169 | 4705169 | 2147079 |
Largest Losing Trade | -2272560 | -79461 | -2272560 | -12189433 | -287021 | -12189433 |
Avg Bars in Trades | 109 | 122 | 96 | 109 | 122 | 96 |
Avg Bars in Winners | 49 | 50 | 49 | 135 | 158 | 108 |
Avg Bars in Losers | 196 | 194 | 199 | 86 | 83 | 88 |
Bars Traded | 8865 | 4898 | 3967 | 8865 | 4898 | 3967 |
Profit Streak | 79.8461 | 79.8461 | 272.0961 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -594115 | -579786 | -576998 | -596589 | 608040 | -584062 |
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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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