Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1722428.5251 | -58382.4726 | -1664046.0525 | -84393.455 | 2046216.4564 | -2130609.9114 |
Total P&L (%) | -1722.4285 | -58.3825 | -1664.0461 | -84.3935 | 2046.2165 | -2130.6099 |
Avg Daily Profit (%) | -0.9162 | -0.0311 | -0.8851 | -0.0988 | 0.1632 | 0 |
Buy And Hold Return (%) | 521.8759 | 521.8759 | 521.8759 | 521.8759 | 521.8759 | 521.8759 |
Max Trade Drawdown | -1867957 | -206178 | -1727257 | -2259933 | -430674 | -2884993 |
Profit Factor | 0.2554 | 0.821 | 0.1625 | 0.9833 | 3.2436 | 0.4866 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 60 | 28 | 32 | 44 | 27 | 17 |
Losing Trades | 28 | 16 | 12 | 44 | 17 | 27 |
Profitability (%) | 68.1818 | 63.6364 | 72.7273 | 50 | 61.3636 | 38.6364 |
Ratio Avg Win / Avg Loss | 0.1192 | 0.4692 | 0.0609 | 0.9833 | 2.0423 | 0.7728 |
Largest Winning Trade | 38431 | 36834 | 38431 | 1293945 | 1293945 | 989343 |
Largest Losing Trade | -1146611 | -61239 | -1146611 | -1685524 | -430674 | -1685524 |
Avg Bars in Trades | 39 | 37 | 42 | 39 | 37 | 42 |
Avg Bars in Winners | 17 | 13 | 21 | 47 | 45 | 49 |
Avg Bars in Losers | 86 | 78 | 96 | 32 | 23 | 37 |
Bars Traded | 3486 | 1635 | 1851 | 3486 | 1635 | 1851 |
Profit Streak | 66.3282 | 90.3282 | 66.3282 | 66.3282 | 90.3282 | 66.3282 |
Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576254 | -577505 | -576282 | -578889 | 525920 | -583648 |
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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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