Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1613336.3167 | -108250.1752 | -1505086.1415 | -97828.2801 | 3031015.1861 | -3128843.4662 |
Total P&L (%) | -1613.3363 | -108.2502 | -1505.0861 | -97.8283 | 3031.0152 | -3128.8435 |
Avg Daily Profit (%) | -0.8634 | -0.0579 | -0.8054 | -0.2047 | 0.1845 | 0 |
Buy And Hold Return (%) | 500.1021 | 500.1021 | 500.1021 | 500.1021 | 500.1021 | 500.1021 |
Max Trade Drawdown | -1796027 | -230008 | -1599266 | -3326097 | -587692 | -3488961 |
Profit Factor | 0.2334 | 0.6974 | 0.1383 | 0.9849 | 4.8697 | 0.45 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 61 | 27 | 34 | 43 | 25 | 18 |
Losing Trades | 24 | 15 | 9 | 42 | 17 | 25 |
Profitability (%) | 71.7647 | 64.2857 | 79.0698 | 50.5882 | 59.5238 | 41.8605 |
Ratio Avg Win / Avg Loss | 0.0918 | 0.3875 | 0.0366 | 0.962 | 3.3114 | 0.625 |
Largest Winning Trade | 30618 | 30618 | 18924 | 2000518 | 1415968 | 2000518 |
Largest Losing Trade | -905915 | -60507 | -905915 | -2473740 | -437544 | -2473740 |
Avg Bars in Trades | 62 | 75 | 49 | 62 | 75 | 49 |
Avg Bars in Winners | 19 | 21 | 18 | 91 | 102 | 77 |
Avg Bars in Losers | 171 | 173 | 168 | 32 | 37 | 29 |
Bars Traded | 5325 | 3185 | 2140 | 5325 | 3185 | 2140 |
Profit Streak | 77.4024 | 77.4024 | 260.4024 | 77.4024 | 77.4024 | 260.4024 |
Trades During Streak | 7 | 3 | 8 | 7 | 3 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575890 | -577512 | -575494 | -578913 | 634554 | -582428 |
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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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