Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3230675.9182 | -203679.894 | -3026996.0242 | -95827.251 | 2725868.074 | -2821695.325 |
Total P&L (%) | -3230.6759 | -203.6799 | -3026.996 | -95.8273 | 2725.8681 | -2821.6953 |
Avg Daily Profit (%) | -1.7491 | -0.1103 | -1.6389 | -0.1718 | 0.1811 | 0 |
Buy And Hold Return (%) | 150.8893 | 150.8893 | 150.8893 | 150.8893 | 150.8893 | 150.8893 |
Max Trade Drawdown | -3322672 | -244595 | -3099438 | -4327194 | -221256 | -4327194 |
Profit Factor | 0.1095 | 0.4607 | 0.0686 | 0.9799 | 11.7623 | 0.3743 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 48 | 24 | 24 | 44 | 24 | 20 |
Losing Trades | 29 | 15 | 14 | 33 | 15 | 18 |
Profitability (%) | 62.3377 | 61.5385 | 63.1579 | 57.1429 | 61.5385 | 52.6316 |
Ratio Avg Win / Avg Loss | 0.0661 | 0.288 | 0.04 | 0.7349 | 7.3514 | 0.3368 |
Largest Winning Trade | 29104 | 26567 | 29104 | 2373619 | 2373619 | 730620 |
Largest Losing Trade | -2710872 | -73668 | -2710872 | -4327194 | -221256 | -4327194 |
Avg Bars in Trades | 46 | 30 | 63 | 46 | 30 | 63 |
Avg Bars in Winners | 19 | 14 | 24 | 44 | 35 | 55 |
Avg Bars in Losers | 91 | 54 | 131 | 49 | 21 | 72 |
Bars Traded | 3598 | 1173 | 2425 | 3598 | 1173 | 2425 |
Profit Streak | 104.2691 | 210.2691 | 104.2691 | 104.2691 | 210.2691 | 104.2691 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -623746 | -577877 | -578101 | -624419 | 694972 | -579465 |
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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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