Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2768618.6936 | -146126.4037 | -2622492.29 | -99948.5642 | 3629831.8916 | -3729780.4558 |
Total P&L (%) | -2768.6187 | -146.1264 | -2622.4923 | -99.9486 | 3629.8319 | -3729.7805 |
Avg Daily Profit (%) | -1.2 | -0.0633 | -1.1367 | -0.3277 | 0.157 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2917751 | -213771 | -2738225 | -12412250 | -1459329 | -11818246 |
Profit Factor | 0.2115 | 0.6939 | 0.1355 | 0.9934 | 2.2921 | 0.6962 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 31 | 19 | 12 | 31 | 19 | 12 |
Profitability (%) | 60.7595 | 51.2821 | 70 | 60.7595 | 51.2821 | 70 |
Ratio Avg Win / Avg Loss | 0.1366 | 0.6593 | 0.0581 | 0.6416 | 2.1775 | 0.2984 |
Largest Winning Trade | 54228 | 54228 | 41492 | 3745750 | 3745750 | 2963892 |
Largest Losing Trade | -2246383 | -82750 | -2246383 | -10925095 | -1459329 | -10925095 |
Avg Bars in Trades | 168 | 189 | 148 | 168 | 189 | 148 |
Avg Bars in Winners | 79 | 77 | 80 | 92 | 89 | 95 |
Avg Bars in Losers | 308 | 308 | 307 | 286 | 294 | 274 |
Bars Traded | 13348 | 7397 | 5951 | 13348 | 7397 | 5951 |
Profit Streak | 77.5316 | 77.5316 | 120.1982 | 77.5316 | 77.5316 | 120.1982 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -608917 | -579627 | -576805 | -608917 | 474653 | -576805 |
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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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