Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2700489.2121 | -186540.3161 | -2513948.8959 | -99435.0925 | 11730760.328 | -11830195.4205 |
Total P&L (%) | -2700.4892 | -186.5403 | -2513.9489 | -99.4351 | 11730.7603 | -11830.1954 |
Avg Daily Profit (%) | -1.1669 | -0.0806 | -1.0863 | -0.2234 | 0.2065 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2789995 | -198022 | -2615619 | -15520511 | -225536 | -18857244 |
Profit Factor | 0.1842 | 0.5587 | 0.1294 | 0.995 | 17.3675 | 0.3847 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 41 | 16 | 25 | 39 | 19 | 20 |
Losing Trades | 28 | 18 | 10 | 30 | 15 | 15 |
Profitability (%) | 59.4203 | 47.0588 | 71.4286 | 56.5217 | 55.8824 | 57.1429 |
Ratio Avg Win / Avg Loss | 0.1258 | 0.6285 | 0.0518 | 0.7654 | 13.7112 | 0.2885 |
Largest Winning Trade | 48226 | 48226 | 43797 | 7010362 | 7010362 | 2229539 |
Largest Losing Trade | -2081797 | -78680 | -2081797 | -14644906 | -197219 | -14644906 |
Avg Bars in Trades | 129 | 139 | 119 | 129 | 139 | 119 |
Avg Bars in Winners | 71 | 68 | 73 | 135 | 162 | 109 |
Avg Bars in Losers | 214 | 203 | 233 | 121 | 111 | 132 |
Bars Traded | 8920 | 4750 | 4170 | 8920 | 4750 | 4170 |
Profit Streak | 161.2657 | 161.2657 | 280.5157 | 161.2657 | 161.2657 | 336.0157 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -684086 | -580585 | -576638 | -684462 | 673912 | -578477 |
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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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