Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1841760.3014 | -102867.3682 | -1738892.9333 | -82022.0536 | 9389675.7832 | -9471697.8369 |
Total P&L (%) | -1841.7603 | -102.8674 | -1738.8929 | -82.0221 | 9389.6758 | -9471.6978 |
Avg Daily Profit (%) | -0.78 | -0.0436 | -0.7364 | -0.0726 | 0.193 | 0 |
Buy And Hold Return (%) | 477.371 | 477.371 | 477.371 | 477.371 | 477.371 | 477.371 |
Max Trade Drawdown | -2117053 | -272967 | -1891994 | -15018675 | -17262 | -15734944 |
Profit Factor | 0.2684 | 0.7504 | 0.174 | 0.9962 | 133.713 | 0.5638 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 35 | 16 | 19 | 47 | 25 | 22 |
Losing Trades | 39 | 21 | 18 | 27 | 12 | 15 |
Profitability (%) | 47.2973 | 43.2432 | 51.3514 | 63.5135 | 67.5676 | 59.4595 |
Ratio Avg Win / Avg Loss | 0.2991 | 0.9848 | 0.1649 | 0.5723 | 64.1822 | 0.3844 |
Largest Winning Trade | 90757 | 90757 | 64989 | 9564802 | 2512935 | 9564802 |
Largest Losing Trade | -1122185 | -45017 | -1122185 | -15018675 | -12566 | -15018675 |
Avg Bars in Trades | 90 | 55 | 126 | 90 | 55 | 126 |
Avg Bars in Winners | 62 | 31 | 89 | 91 | 60 | 125 |
Avg Bars in Losers | 115 | 73 | 164 | 90 | 44 | 126 |
Bars Traded | 6710 | 2047 | 4663 | 6710 | 2047 | 4663 |
Profit Streak | 56.1281 | 90.7948 | 0 | 56.1281 | 90.7948 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -650045 | -582841 | -580597 | -646964 | 696513 | -579546 |
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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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