Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -4162984.48 | -44075.1078 | -4118909.3722 | -308487.6021 | 7006914.6265 | -7315402.2286 |
Total P&L (%) | -4162.9845 | -44.0751 | -4118.9094 | -308.4876 | 7006.9146 | -7315.4022 |
Avg Daily Profit (%) | -1.8826 | -0.0199 | -1.8626 | 0 | 0.193 | 0 |
Buy And Hold Return (%) | 199.2502 | 199.2502 | 199.2502 | 199.2502 | 199.2502 | 199.2502 |
Max Trade Drawdown | -4340631 | -150955 | -4222908 | -9418914 | -1907322 | -10865774 |
Profit Factor | 0.1001 | 0.8167 | 0.0608 | 0.9813 | 3.7413 | 0.4742 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 38 | 18 | 20 | 27 | 15 | 12 |
Losing Trades | 27 | 15 | 12 | 38 | 18 | 20 |
Profitability (%) | 58.4615 | 54.5455 | 62.5 | 41.5385 | 45.4545 | 37.5 |
Ratio Avg Win / Avg Loss | 0.0711 | 0.6806 | 0.0365 | 1.381 | 4.4896 | 0.7904 |
Largest Winning Trade | 41832 | 41832 | 33624 | 3198076 | 2419503 | 3198076 |
Largest Losing Trade | -4148842 | -39722 | -4148842 | -8152136 | -994104 | -8152136 |
Avg Bars in Trades | 97 | 80 | 114 | 97 | 80 | 114 |
Avg Bars in Winners | 43 | 31 | 53 | 146 | 145 | 148 |
Avg Bars in Losers | 172 | 139 | 215 | 61 | 26 | 93 |
Bars Traded | 6307 | 2652 | 3655 | 6307 | 2652 | 3655 |
Profit Streak | 5.9989 | 138.9989 | 0 | 0 | 0 | 95.3322 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -714983 | -579252 | -579190 | -718679 | 470063 | -585112 |
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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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