Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2153480.9097 | -79454.7442 | -2074026.1654 | -100844.5505 | 6681867.8976 | -6782712.448 |
Total P&L (%) | -2153.4809 | -79.4547 | -2074.0262 | -100.8446 | 6681.8679 | -6782.7124 |
Avg Daily Profit (%) | -0.9334 | -0.0344 | -0.8989 | 0 | 0.1829 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2293188 | -189347 | -2161800 | -20409238 | -121197 | -20409238 |
Profit Factor | 0.2535 | 0.8012 | 0.1654 | 0.9953 | 21.2557 | 0.6799 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 58 | 26 | 32 | 42 | 26 | 16 |
Losing Trades | 33 | 19 | 14 | 49 | 19 | 30 |
Profitability (%) | 63.7363 | 57.7778 | 69.5652 | 46.1538 | 57.7778 | 34.7826 |
Ratio Avg Win / Avg Loss | 0.1442 | 0.5855 | 0.0724 | 1.1612 | 15.533 | 1.2748 |
Largest Winning Trade | 53889 | 36155 | 53889 | 4990805 | 2300654 | 4990805 |
Largest Losing Trade | -1679157 | -82655 | -1679157 | -20409238 | -107344 | -20409238 |
Avg Bars in Trades | 141 | 157 | 126 | 141 | 157 | 126 |
Avg Bars in Winners | 70 | 80 | 61 | 196 | 207 | 177 |
Avg Bars in Losers | 267 | 263 | 272 | 95 | 89 | 98 |
Bars Traded | 12896 | 7093 | 5803 | 12896 | 7093 | 5803 |
Profit Streak | 124.5717 | 160.7384 | 124.5717 | 0 | 0 | 0 |
Trades During Streak | 8 | 4 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576954 | -578321 | -576782 | -580364 | 629799 | -584955 |
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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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