Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2185296.551 | -108804.0413 | -2076492.5097 | -208372.1646 | 6922347.2727 | -7130719.4373 |
Total P&L (%) | -2185.2966 | -108.804 | -2076.4925 | -208.3722 | 6922.3473 | -7130.7194 |
Avg Daily Profit (%) | -0.9448 | -0.047 | -0.8977 | 0 | 0.184 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2319188 | -178014 | -2163509 | -14010211 | -3372454 | -11505915 |
Profit Factor | 0.2016 | 0.6983 | 0.1262 | 0.9869 | 2.7954 | 0.4078 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 48 | 21 | 27 | 24 | 13 | 11 |
Losing Trades | 19 | 12 | 7 | 43 | 20 | 23 |
Profitability (%) | 71.6418 | 63.6364 | 79.4118 | 35.8209 | 39.3939 | 32.3529 |
Ratio Avg Win / Avg Loss | 0.0798 | 0.399 | 0.0327 | 1.7682 | 4.3006 | 0.8527 |
Largest Winning Trade | 40568 | 40568 | 34962 | 7096080 | 7096080 | 2214408 |
Largest Losing Trade | -1740642 | -83103 | -1740642 | -7438102 | -2153928 | -7438102 |
Avg Bars in Trades | 94 | 114 | 76 | 94 | 114 | 76 |
Avg Bars in Winners | 31 | 34 | 28 | 156 | 191 | 114 |
Avg Bars in Losers | 255 | 253 | 260 | 60 | 64 | 57 |
Bars Traded | 6361 | 3776 | 2585 | 6361 | 3776 | 2585 |
Profit Streak | 78.176 | 78.176 | 263.176 | 0 | 0 | 0 |
Trades During Streak | 7 | 3 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -697412 | -577665 | -575586 | -704791 | 327118 | -587657 |
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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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