Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2893652.0774 | -233950.5754 | -2659701.502 | -119205.7201 | 4883043.4678 | -5002249.1879 |
Total P&L (%) | -2893.6521 | -233.9506 | -2659.7015 | -119.2057 | 4883.0435 | -5002.2492 |
Avg Daily Profit (%) | -1.2442 | -0.1006 | -1.1436 | 0 | 0.1682 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2935081 | -212074 | -2715026 | -6695115 | -90814 | -7746052 |
Profit Factor | 0.1495 | 0.4435 | 0.108 | 0.9854 | 21.1616 | 0.369 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 40 | 18 | 22 | 30 | 18 | 12 |
Losing Trades | 27 | 15 | 12 | 37 | 15 | 22 |
Profitability (%) | 59.7015 | 54.5455 | 64.7059 | 44.7761 | 54.5455 | 35.2941 |
Ratio Avg Win / Avg Loss | 0.1009 | 0.3695 | 0.0589 | 1.2153 | 17.6347 | 0.6765 |
Largest Winning Trade | 44449 | 35718 | 44449 | 3044364 | 3044364 | 957277 |
Largest Losing Trade | -2194712 | -77807 | -2194712 | -5985177 | -45898 | -5985177 |
Avg Bars in Trades | 99 | 111 | 87 | 99 | 111 | 87 |
Avg Bars in Winners | 53 | 58 | 49 | 127 | 146 | 98 |
Avg Bars in Losers | 167 | 176 | 156 | 76 | 69 | 81 |
Bars Traded | 6665 | 3688 | 2977 | 6665 | 3688 | 2977 |
Profit Streak | 92.5868 | 92.5868 | 293.5868 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -699160 | -579654 | -577541 | -702420 | 606913 | -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) |
---|