Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2141176.0397 | -155504.1731 | -1985671.8666 | 102559.97 | 3687944.0944 | -3585384.1244 |
Total P&L (%) | -2141.176 | -155.5042 | -1985.6719 | 102.56 | 3687.9441 | -3585.3841 |
Avg Daily Profit (%) | -1.1417 | -0.0829 | -1.0587 | 0.0376 | 0.194 | 0 |
Buy And Hold Return (%) | 566.05 | 566.05 | 566.05 | 566.05 | 566.05 | 566.05 |
Max Trade Drawdown | -2161176 | -185082 | -1982268 | -5045131 | -608529 | -7960783 |
Profit Factor | 0.1815 | 0.513 | 0.1354 | 1.0076 | 2.96 | 0.6897 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 46 | 17 | 29 | 36 | 26 | 10 |
Losing Trades | 36 | 24 | 12 | 46 | 15 | 31 |
Profitability (%) | 56.0976 | 41.4634 | 70.7317 | 43.9024 | 63.4146 | 24.3902 |
Ratio Avg Win / Avg Loss | 0.142 | 0.7242 | 0.056 | 1.2875 | 1.7077 | 2.138 |
Largest Winning Trade | 42662 | 42662 | 26863 | 2984855 | 1190414 | 2984855 |
Largest Losing Trade | -1399947 | -58114 | -1399947 | -3886379 | -314636 | -3886379 |
Avg Bars in Trades | 87 | 76 | 97 | 87 | 76 | 97 |
Avg Bars in Winners | 53 | 41 | 60 | 100 | 85 | 138 |
Avg Bars in Losers | 130 | 102 | 188 | 77 | 61 | 84 |
Bars Traded | 7156 | 3149 | 4007 | 7156 | 3149 | 4007 |
Profit Streak | 35.8763 | 52.1263 | 35.8763 | 35.8763 | 52.1263 | 35.8763 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -587774 | -583498 | -577511 | -530681 | 563546 | -609923 |
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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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