Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2656181.7659 | -152243.5306 | -2503938.2353 | -80309.2506 | 1553519.1567 | -1633828.4073 |
Total P&L (%) | -2656.1818 | -152.2435 | -2503.9382 | -80.3093 | 1553.5192 | -1633.8284 |
Avg Daily Profit (%) | -1.4373 | -0.0824 | -1.3549 | -0.0879 | 0.1519 | 0 |
Buy And Hold Return (%) | 169.2775 | 169.2775 | 169.2775 | 169.2775 | 169.2775 | 169.2775 |
Max Trade Drawdown | -2716852 | -174664 | -2559193 | -2565310 | -237172 | -2630670 |
Profit Factor | 0.1439 | 0.6026 | 0.0793 | 0.9776 | 3.5482 | 0.4506 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 46 | 20 | 26 | 36 | 18 | 18 |
Losing Trades | 27 | 16 | 11 | 37 | 18 | 19 |
Profitability (%) | 63.0137 | 55.5556 | 70.2703 | 49.3151 | 50 | 48.6486 |
Ratio Avg Win / Avg Loss | 0.0845 | 0.4821 | 0.0336 | 1.0047 | 3.5482 | 0.4756 |
Largest Winning Trade | 28064 | 28064 | 21214 | 1231731 | 1231731 | 514681 |
Largest Losing Trade | -2234113 | -75626 | -2234113 | -2565310 | -219595 | -2565310 |
Avg Bars in Trades | 73 | 76 | 69 | 73 | 76 | 69 |
Avg Bars in Winners | 22 | 22 | 22 | 85 | 99 | 70 |
Avg Bars in Losers | 158 | 143 | 180 | 61 | 53 | 68 |
Bars Traded | 5334 | 2758 | 2576 | 5334 | 2758 | 2576 |
Profit Streak | 74.0161 | 74.0161 | 109.0161 | 74.0161 | 74.0161 | 109.0161 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -653717 | -579502 | -577186 | -654281 | 536866 | -580340 |
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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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