Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2931033.329 | -3940.9613 | -2927092.3677 | -478801.7336 | 10158090.0692 | -10636891.8028 |
Total P&L (%) | -2931.0333 | -3.941 | -2927.0924 | -478.8017 | 10158.0901 | -10636.8918 |
Avg Daily Profit (%) | -1.3258 | -0.0018 | -1.324 | 0 | 0.2097 | 0 |
Buy And Hold Return (%) | 193.4132 | 193.4132 | 193.4132 | 193.4132 | 193.4132 | 193.4132 |
Max Trade Drawdown | -3140138 | -147959 | -3000171 | -12768122 | -1024459 | -14064714 |
Profit Factor | 0.1481 | 0.986 | 0.0737 | 0.9765 | 4.5703 | 0.3919 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 35 | 17 | 18 | 32 | 19 | 13 |
Losing Trades | 28 | 15 | 13 | 31 | 13 | 18 |
Profitability (%) | 55.5556 | 53.125 | 58.0645 | 50.7937 | 59.375 | 41.9355 |
Ratio Avg Win / Avg Loss | 0.1185 | 0.87 | 0.0532 | 0.9459 | 3.127 | 0.5427 |
Largest Winning Trade | 90304 | 90304 | 41958 | 3209149 | 3209149 | 2086543 |
Largest Losing Trade | -2940882 | -56175 | -2940882 | -12768122 | -1024459 | -12768122 |
Avg Bars in Trades | 128 | 129 | 128 | 128 | 129 | 128 |
Avg Bars in Winners | 84 | 88 | 80 | 163 | 180 | 137 |
Avg Bars in Losers | 184 | 176 | 193 | 93 | 55 | 120 |
Bars Traded | 8121 | 4154 | 3968 | 8121 | 4154 | 3968 |
Profit Streak | 0 | 0 | 0 | 88.3759 | 88.3759 | 97.6259 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -731057 | -580405 | -579772 | -730714 | 624300 | -583394 |
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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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