Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2420582.5078 | -86353.2148 | -2334229.293 | -92770.4094 | 1954171.214 | -2046941.6234 |
Total P&L (%) | -2420.5825 | -86.3532 | -2334.2293 | -92.7704 | 1954.1712 | -2046.9416 |
Avg Daily Profit (%) | -1.3049 | -0.0466 | -1.2583 | -0.1415 | 0.1631 | 0 |
Buy And Hold Return (%) | 99.4401 | 99.4401 | 99.4401 | 99.4401 | 99.4401 | 99.4401 |
Max Trade Drawdown | -2480811 | -133774 | -2362288 | -3165406 | -843826 | -3170425 |
Profit Factor | 0.1669 | 0.7577 | 0.0843 | 0.9816 | 2.6574 | 0.4716 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 44 | 22 | 22 | 30 | 13 | 17 |
Losing Trades | 23 | 11 | 12 | 37 | 20 | 17 |
Profitability (%) | 65.6716 | 66.6667 | 64.7059 | 44.7761 | 39.3939 | 50 |
Ratio Avg Win / Avg Loss | 0.0873 | 0.3789 | 0.046 | 1.2107 | 4.0883 | 0.4716 |
Largest Winning Trade | 41546 | 41546 | 28883 | 1578340 | 1578340 | 862102 |
Largest Losing Trade | -2143250 | -77562 | -2143250 | -3165406 | -607267 | -3165406 |
Avg Bars in Trades | 103 | 108 | 99 | 103 | 108 | 99 |
Avg Bars in Winners | 42 | 36 | 47 | 119 | 168 | 82 |
Avg Bars in Losers | 221 | 251 | 194 | 91 | 68 | 117 |
Bars Traded | 6962 | 3572 | 3390 | 6962 | 3572 | 3390 |
Profit Streak | 81.6765 | 0 | 120.4265 | 81.6765 | 0 | 120.4265 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -699188 | -578642 | -577930 | -701862 | 311097 | -579836 |
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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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