Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2168853.2727 | -84220.797 | -2084632.4757 | -99688.6671 | 6083291.5233 | -6182980.1904 |
Total P&L (%) | -2168.8533 | -84.2208 | -2084.6325 | -99.6887 | 6083.2915 | -6182.9802 |
Avg Daily Profit (%) | -0.9359 | -0.0363 | -0.8996 | -0.2488 | 0.1781 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2284047 | -217079 | -2168967 | -12457532 | -119406 | -12387135 |
Profit Factor | 0.2226 | 0.7778 | 0.1354 | 0.9923 | 25.66 | 0.5127 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 23 | 14 | 9 | 23 | 14 | 9 |
Profitability (%) | 62.2951 | 53.3333 | 70.9677 | 62.2951 | 53.3333 | 70.9677 |
Ratio Avg Win / Avg Loss | 0.1347 | 0.6806 | 0.0554 | 0.6006 | 22.4525 | 0.2097 |
Largest Winning Trade | 63845 | 55956 | 63845 | 3550958 | 3550958 | 2529372 |
Largest Losing Trade | -1761049 | -79335 | -1761049 | -12357934 | -99201 | -12357934 |
Avg Bars in Trades | 212 | 234 | 192 | 212 | 234 | 192 |
Avg Bars in Winners | 116 | 121 | 113 | 137 | 140 | 134 |
Avg Bars in Losers | 371 | 362 | 385 | 338 | 340 | 333 |
Bars Traded | 12988 | 7028 | 5960 | 12988 | 7028 | 5960 |
Profit Streak | 39.2639 | 39.2639 | 280.2639 | 39.2639 | 39.2639 | 280.2639 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -743754 | -579846 | -576728 | -743754 | 623184 | -576728 |
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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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