Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1754868.1823 | -117794.2971 | -1637073.8852 | -58798.0477 | 3220413.965 | -3279212.0127 |
Total P&L (%) | -1754.8682 | -117.7943 | -1637.0739 | -58.798 | 3220.414 | -3279.212 |
Avg Daily Profit (%) | -0.9372 | -0.0629 | -0.8743 | -0.0473 | 0.1872 | 0 |
Buy And Hold Return (%) | 507.2398 | 507.2398 | 507.2398 | 507.2398 | 507.2398 | 507.2398 |
Max Trade Drawdown | -1886279 | -191153 | -1697231 | -3608404 | -560484 | -4342024 |
Profit Factor | 0.199 | 0.6032 | 0.1356 | 0.9918 | 4.4583 | 0.4753 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 41 | 17 | 24 | 33 | 20 | 13 |
Losing Trades | 21 | 14 | 7 | 29 | 11 | 18 |
Profitability (%) | 66.129 | 54.8387 | 77.4194 | 53.2258 | 64.5161 | 41.9355 |
Ratio Avg Win / Avg Loss | 0.1019 | 0.4968 | 0.0395 | 0.8716 | 2.4521 | 0.6581 |
Largest Winning Trade | 34054 | 28965 | 34054 | 1936405 | 1936405 | 1284180 |
Largest Losing Trade | -1044318 | -62338 | -1044318 | -2437119 | -560484 | -2437119 |
Avg Bars in Trades | 58 | 67 | 48 | 58 | 67 | 48 |
Avg Bars in Winners | 28 | 31 | 26 | 71 | 76 | 64 |
Avg Bars in Losers | 116 | 112 | 123 | 42 | 52 | 36 |
Bars Traded | 3607 | 2106 | 1501 | 3607 | 2106 | 1501 |
Profit Streak | 160.9964 | 160.9964 | 282.9964 | 160.9964 | 160.9964 | 337.4964 |
Trades During Streak | 9 | 4 | 5 | 9 | 4 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -735658 | -578808 | -575871 | -737331 | 652191 | -582549 |
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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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