Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1455436.0933 | -133982.3931 | -1321453.7003 | -272203.9369 | 1740201.1962 | -2012405.1331 |
Total P&L (%) | -1455.4361 | -133.9824 | -1321.4537 | -272.2039 | 1740.2012 | -2012.4051 |
Avg Daily Profit (%) | -0.811 | -0.0747 | -0.7363 | 0 | 0.1624 | 0 |
Buy And Hold Return (%) | 338.1502 | 338.1502 | 338.1502 | 338.1502 | 338.1502 | 338.1502 |
Max Trade Drawdown | -1574508 | -190059 | -1413549 | -1667461 | -113534 | -2200240 |
Profit Factor | 0.1899 | 0.5186 | 0.1297 | 0.8976 | 6.8374 | 0.1478 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 48 | 22 | 26 | 16 | 11 | 5 |
Losing Trades | 14 | 9 | 5 | 46 | 20 | 26 |
Profitability (%) | 77.4194 | 70.9677 | 83.871 | 25.8065 | 35.4839 | 16.129 |
Ratio Avg Win / Avg Loss | 0.0554 | 0.2122 | 0.0249 | 2.5807 | 12.4316 | 0.7684 |
Largest Winning Trade | 27289 | 12991 | 27289 | 821627 | 821627 | 227608 |
Largest Losing Trade | -1413549 | -65530 | -1413549 | -1667461 | -40191 | -1667461 |
Avg Bars in Trades | 76 | 113 | 39 | 76 | 113 | 39 |
Avg Bars in Winners | 21 | 31 | 14 | 211 | 271 | 80 |
Avg Bars in Losers | 264 | 315 | 173 | 29 | 27 | 31 |
Bars Traded | 4763 | 3530 | 1233 | 4763 | 3530 | 1233 |
Profit Streak | 69.4018 | 69.4018 | 289.7351 | 0 | 0 | 0 |
Trades During Streak | 13 | 6 | 9 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -734023 | -576565 | -575075 | -763038 | 335658 | -649730 |
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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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