Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2132613.0559 | -189756.3234 | -1942856.7324 | -17145.9013 | -2333408.7849 | 2316262.8836 |
Total P&L (%) | -2132.6131 | -189.7563 | -1942.8567 | -17.1459 | -2333.4088 | 2316.2629 |
Avg Daily Profit (%) | -1.1946 | -0.1063 | -1.0883 | -0.0105 | 0 | 0.1786 |
Buy And Hold Return (%) | 195.6982 | 195.6982 | 195.6982 | 195.6982 | 195.6982 | 195.6982 |
Max Trade Drawdown | -2255087 | -279528 | -1994290 | -14580580 | -6701783 | -9051534 |
Profit Factor | 0.138 | 0.4911 | 0.0753 | 0.9991 | 0.672 | 1.2037 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Losing Trades | 25 | 15 | 10 | 25 | 15 | 10 |
Profitability (%) | 73.9583 | 68.75 | 79.1667 | 73.9583 | 68.75 | 79.1667 |
Ratio Avg Win / Avg Loss | 0.0486 | 0.2232 | 0.0198 | 0.3518 | 0.3054 | 0.3168 |
Largest Winning Trade | 20198 | 20198 | 18629 | 11725962 | 2141414 | 11725962 |
Largest Losing Trade | -1043350 | -63661 | -1043350 | -9051534 | -3432009 | -9051534 |
Avg Bars in Trades | 71 | 84 | 58 | 71 | 84 | 58 |
Avg Bars in Winners | 18 | 13 | 22 | 25 | 18 | 31 |
Avg Bars in Losers | 222 | 241 | 193 | 202 | 229 | 161 |
Bars Traded | 6857 | 4059 | 2798 | 6857 | 4059 | 2798 |
Profit Streak | 19.4461 | 0 | 42.1961 | 19.4461 | 0 | 42.1961 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576580 | -578258 | -575485 | -576580 | -578258 | 395137 |
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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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