Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1719877.8581 | -63918.0496 | -1655959.8085 | -100800.4556 | 13131346.3693 | -13232146.8249 |
Total P&L (%) | -1719.8779 | -63.9181 | -1655.9598 | -100.8005 | 13131.3464 | -13232.1468 |
Avg Daily Profit (%) | -0.7407 | -0.0275 | -0.7132 | 0 | 0.2106 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1812302 | -219989 | -1744395 | -18876802 | -1818327 | -19180378 |
Profit Factor | 0.2741 | 0.8154 | 0.1814 | 0.9954 | 6.8443 | 0.3251 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 39 | 15 | 24 | 31 | 19 | 12 |
Losing Trades | 28 | 18 | 10 | 36 | 14 | 22 |
Profitability (%) | 58.209 | 45.4545 | 70.5882 | 46.2687 | 57.5758 | 35.2941 |
Ratio Avg Win / Avg Loss | 0.1968 | 0.9785 | 0.0756 | 1.1559 | 5.0432 | 0.596 |
Largest Winning Trade | 87012 | 87012 | 47017 | 10700107 | 10700107 | 1608420 |
Largest Losing Trade | -1317020 | -78953 | -1317020 | -11316021 | -1818327 | -11316021 |
Avg Bars in Trades | 127 | 149 | 107 | 127 | 149 | 107 |
Avg Bars in Winners | 47 | 44 | 48 | 174 | 201 | 130 |
Avg Bars in Losers | 240 | 236 | 246 | 88 | 78 | 94 |
Bars Traded | 8569 | 4927 | 3642 | 8569 | 4927 | 3642 |
Profit Streak | 48.0693 | 87.0693 | 48.0693 | 0 | 0 | 0 |
Trades During Streak | 4 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -699226 | -581207 | -577137 | -701839 | 634102 | -586514 |
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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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