Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1518881.7741 | -152398.1106 | -1366483.6634 | -248160.1208 | 2168749.3745 | -2416909.4953 |
Total P&L (%) | -1518.8818 | -152.3981 | -1366.4837 | -248.1601 | 2168.7494 | -2416.9095 |
Avg Daily Profit (%) | -0.8507 | -0.0854 | -0.7653 | 0 | 0.175 | 0 |
Buy And Hold Return (%) | 49.6728 | 49.6728 | 49.6728 | 49.6728 | 49.6728 | 49.6728 |
Max Trade Drawdown | -1674803 | -246218 | -51578 | -2305491 | -132567 | -459963 |
Profit Factor | 0.1579 | 0.4653 | 0.1002 | 0.9114 | 10.8275 | 0.0633 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 48 | 21 | 27 | 14 | 11 | 3 |
Losing Trades | 14 | 10 | 4 | 48 | 20 | 28 |
Profitability (%) | 77.4194 | 67.7419 | 87.0968 | 22.5806 | 35.4839 | 9.6774 |
Ratio Avg Win / Avg Loss | 0.0461 | 0.2216 | 0.0148 | 3.1248 | 19.6864 | 0.5908 |
Largest Winning Trade | 40804 | 40804 | 17019 | 940769 | 940769 | 87425 |
Largest Losing Trade | -1434441 | -64918 | -1434441 | -2019760 | -132567 | -2019760 |
Avg Bars in Trades | 51 | 69 | 33 | 51 | 69 | 33 |
Avg Bars in Winners | 13 | 16 | 11 | 164 | 170 | 140 |
Avg Bars in Losers | 179 | 178 | 182 | 18 | 13 | 21 |
Bars Traded | 3173 | 2139 | 1034 | 3173 | 2139 | 1034 |
Profit Streak | 124.0758 | 124.0758 | 262.0758 | 0 | 0 | 0 |
Trades During Streak | 21 | 10 | 13 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -733958 | -576926 | -574679 | -777255 | 384019 | -678165 |
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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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