Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1315988.5753 | -53076.6162 | -1262911.9591 | -1735439.3368 | -7178939.4964 | 5443500.1596 |
Total P&L (%) | -1315.9886 | -53.0766 | -1262.912 | -1735.4393 | -7178.9395 | 5443.5002 |
Avg Daily Profit (%) | -0.7203 | -0.0291 | -0.6912 | 0 | 0 | 0.22 |
Buy And Hold Return (%) | 911.5751 | 911.5751 | 911.5751 | 911.5751 | 911.5751 | 911.5751 |
Max Trade Drawdown | -1384626 | -177787 | -1308872 | -16623912 | -12806713 | -6196442 |
Profit Factor | 0.2652 | 0.8245 | 0.1515 | 0.9357 | 0.5693 | 1.5267 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 62 | 29 | 33 | 37 | 16 | 21 |
Losing Trades | 26 | 15 | 11 | 51 | 28 | 23 |
Profitability (%) | 70.4545 | 65.9091 | 75 | 42.0455 | 36.3636 | 47.7273 |
Ratio Avg Win / Avg Loss | 0.1112 | 0.4264 | 0.0505 | 1.2898 | 0.9963 | 1.6721 |
Largest Winning Trade | 23090 | 23090 | 19240 | 9818092 | 2106805 | 9818092 |
Largest Losing Trade | -665909 | -72966 | -665909 | -8981512 | -8981512 | -5423015 |
Avg Bars in Trades | 76 | 85 | 68 | 76 | 85 | 68 |
Avg Bars in Winners | 28 | 26 | 29 | 87 | 101 | 77 |
Avg Bars in Losers | 192 | 198 | 185 | 68 | 75 | 60 |
Bars Traded | 6764 | 3750 | 3014 | 6764 | 3750 | 3014 |
Profit Streak | 156.7973 | 156.7973 | 273.7973 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576231 | -577692 | -576106 | -581969 | -586022 | 334013 |
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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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