Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1184764.2978 | -33319.4306 | -1151444.8672 | -903089.7251 | 2553823.3303 | -3456913.0554 |
Total P&L (%) | -1184.7643 | -33.3194 | -1151.4449 | -903.0897 | 2553.8233 | -3456.9131 |
Avg Daily Profit (%) | -0.5478 | -0.0154 | -0.5324 | 0 | 0.1517 | 0 |
Buy And Hold Return (%) | 439.2523 | 439.2523 | 439.2523 | 439.2523 | 439.2523 | 439.2523 |
Max Trade Drawdown | -1350327 | -191465 | -1237992 | -3261685 | -602999 | -3595456 |
Profit Factor | 0.2872 | 0.8716 | 0.1791 | 0.8676 | 3.1692 | 0.3872 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 67 | 32 | 35 | 41 | 23 | 18 |
Losing Trades | 20 | 11 | 9 | 46 | 20 | 26 |
Profitability (%) | 77.0115 | 74.4186 | 79.5455 | 47.1264 | 53.4884 | 40.9091 |
Ratio Avg Win / Avg Loss | 0.0857 | 0.2996 | 0.046 | 0.9733 | 2.7558 | 0.5593 |
Largest Winning Trade | 37818 | 30277 | 37818 | 1257878 | 944820 | 1257878 |
Largest Losing Trade | -634549 | -70429 | -634549 | -3145084 | -277465 | -3145084 |
Avg Bars in Trades | 70 | 63 | 77 | 70 | 63 | 77 |
Avg Bars in Winners | 29 | 26 | 33 | 76 | 93 | 54 |
Avg Bars in Losers | 207 | 173 | 248 | 65 | 30 | 93 |
Bars Traded | 6154 | 2741 | 3413 | 6154 | 2741 | 3413 |
Profit Streak | 37.2266 | 157.5599 | 37.2266 | 0 | 0 | 0 |
Trades During Streak | 4 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575260 | -576209 | -575900 | -581663 | 482182 | -584254 |
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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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