Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2466112.6768 | -206317.2646 | -2259795.4122 | -108647.9854 | 6285955.2274 | -6394603.2128 |
Total P&L (%) | -2466.1127 | -206.3173 | -2259.7954 | -108.648 | 6285.9552 | -6394.6032 |
Avg Daily Profit (%) | -1.066 | -0.0892 | -0.9768 | 0 | 0.1798 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2503819 | -215825 | -2341254 | -8352330 | -851427 | -9008842 |
Profit Factor | 0.208 | 0.5962 | 0.1318 | 0.9901 | 4.7635 | 0.3092 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 41 | 18 | 23 | 29 | 16 | 13 |
Losing Trades | 27 | 16 | 11 | 39 | 18 | 21 |
Profitability (%) | 60.2941 | 52.9412 | 67.6471 | 42.6471 | 47.0588 | 38.2353 |
Ratio Avg Win / Avg Loss | 0.137 | 0.53 | 0.063 | 1.3315 | 5.3589 | 0.4995 |
Largest Winning Trade | 59460 | 59460 | 35801 | 4325443 | 4325443 | 1075114 |
Largest Losing Trade | -1745083 | -82445 | -1745083 | -6412134 | -851427 | -6412134 |
Avg Bars in Trades | 134 | 149 | 118 | 134 | 149 | 118 |
Avg Bars in Winners | 59 | 68 | 52 | 181 | 208 | 148 |
Avg Bars in Losers | 247 | 241 | 257 | 98 | 97 | 99 |
Bars Traded | 9117 | 5084 | 4033 | 9117 | 5084 | 4033 |
Profit Streak | 122.7193 | 162.9693 | 122.7193 | 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 | -691488 | -579060 | -577156 | -695748 | 515731 | -585370 |
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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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