Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1404126.7328 | -48462.438 | -1355664.2948 | -715728.8 | -6879049.3644 | 6163320.5644 |
Total P&L (%) | -1404.1267 | -48.4624 | -1355.6643 | -715.7288 | -6879.0494 | 6163.3206 |
Avg Daily Profit (%) | -0.7737 | -0.0267 | -0.747 | 0 | 0 | 0.2282 |
Buy And Hold Return (%) | 700.615 | 700.615 | 700.615 | 700.615 | 700.615 | 700.615 |
Max Trade Drawdown | -1542055 | -173816 | -1446713 | -10686343 | -9382820 | -2671395 |
Profit Factor | 0.3026 | 0.8692 | 0.1748 | 0.9638 | 0.508 | 2.0604 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 47 | 25 | 22 | 36 | 18 | 18 |
Losing Trades | 34 | 16 | 18 | 45 | 23 | 22 |
Profitability (%) | 58.0247 | 60.9756 | 55 | 44.4444 | 43.9024 | 45 |
Ratio Avg Win / Avg Loss | 0.2189 | 0.5563 | 0.143 | 1.2048 | 0.6492 | 2.5182 |
Largest Winning Trade | 40998 | 40998 | 30546 | 8752662 | 2096706 | 8752662 |
Largest Losing Trade | -606964 | -75156 | -606964 | -6925552 | -6925552 | -1466749 |
Avg Bars in Trades | 126 | 108 | 145 | 126 | 108 | 145 |
Avg Bars in Winners | 67 | 58 | 76 | 120 | 77 | 164 |
Avg Bars in Losers | 209 | 187 | 228 | 131 | 133 | 129 |
Bars Traded | 10265 | 4463 | 5802 | 10265 | 4463 | 5802 |
Profit Streak | 98.4503 | 156.7836 | 98.4503 | 0 | 0 | 0 |
Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -594380 | -577966 | -579541 | -597549 | -583113 | 370061 |
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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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