Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2445128.3134 | -96037.4233 | -2349090.8901 | -238379.3354 | 22280129.9084 | -22518509.2438 |
Total P&L (%) | -2445.1283 | -96.0374 | -2349.0909 | -238.3793 | 22280.1299 | -22518.5092 |
Avg Daily Profit (%) | -1.0571 | -0.0415 | -1.0156 | 0 | 0.2342 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2598834 | -184838 | -2442542 | -31868464 | -3649817 | -33912395 |
Profit Factor | 0.2162 | 0.7599 | 0.1363 | 0.9941 | 4.8778 | 0.3551 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 50 | 21 | 29 | 32 | 20 | 12 |
Losing Trades | 25 | 16 | 9 | 43 | 17 | 26 |
Profitability (%) | 66.6667 | 56.7568 | 76.3158 | 42.6667 | 54.0541 | 31.5789 |
Ratio Avg Win / Avg Loss | 0.1081 | 0.579 | 0.0423 | 1.3359 | 4.1462 | 0.7694 |
Largest Winning Trade | 40438 | 33565 | 40438 | 15060624 | 15060624 | 3478929 |
Largest Losing Trade | -1955112 | -80773 | -1955112 | -24163568 | -3649817 | -24163568 |
Avg Bars in Trades | 57 | 64 | 50 | 57 | 64 | 50 |
Avg Bars in Winners | 24 | 25 | 23 | 80 | 89 | 64 |
Avg Bars in Losers | 123 | 115 | 137 | 40 | 35 | 43 |
Bars Traded | 4292 | 2384 | 1907 | 4292 | 2384 | 1907 |
Profit Streak | 79.2875 | 79.2875 | 281.2875 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -638154 | -578933 | -575961 | -643240 | 596391 | -587928 |
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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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