Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2354597.5398 | -96719.8328 | -2257877.707 | -155419.3686 | -6229590.8016 | 6074171.433 |
Total P&L (%) | -2354.5975 | -96.7198 | -2257.8777 | -155.4194 | -6229.5908 | 6074.1714 |
Avg Daily Profit (%) | -1.0434 | -0.0429 | -1.0005 | 0 | 0 | 0.1829 |
Buy And Hold Return (%) | 487.0445 | 487.0445 | 487.0445 | 487.0445 | 487.0445 | 487.0445 |
Max Trade Drawdown | -2438557 | -143986 | -2348764 | -8141805 | -6333801 | -1954346 |
Profit Factor | 0.1822 | 0.7017 | 0.1163 | 0.9874 | 0.2161 | 2.389 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 37 | 17 | 20 | 38 | 21 | 17 |
Losing Trades | 40 | 22 | 18 | 39 | 18 | 21 |
Profitability (%) | 48.0519 | 43.5897 | 52.6316 | 49.3506 | 53.8462 | 44.7368 |
Ratio Avg Win / Avg Loss | 0.197 | 0.908 | 0.1047 | 1.0134 | 0.1852 | 2.9511 |
Largest Winning Trade | 35330 | 31818 | 35330 | 8522568 | 522621 | 8522568 |
Largest Losing Trade | -1838490 | -55243 | -1838490 | -4452077 | -4452077 | -1322285 |
Avg Bars in Trades | 81 | 39 | 125 | 81 | 39 | 125 |
Avg Bars in Winners | 44 | 15 | 69 | 60 | 25 | 104 |
Avg Bars in Losers | 115 | 58 | 186 | 102 | 56 | 141 |
Bars Traded | 6302 | 1552 | 4750 | 6302 | 1552 | 4750 |
Profit Streak | 0 | 0 | 0 | 120.8412 | 159.8412 | 120.8412 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -627813 | -583250 | -580423 | -624289 | -579293 | 395045 |
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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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