Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3008664.6717 | -324407.1288 | -2684257.5429 | -100780.6691 | 4910834.9128 | -5011615.5819 |
Total P&L (%) | -3008.6647 | -324.4071 | -2684.2575 | -100.7807 | 4910.8349 | -5011.6156 |
Avg Daily Profit (%) | -1.3036 | -0.1406 | -1.163 | 0 | 0.1697 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -3056351 | -344876 | -2720879 | -8140986 | -1184571 | -8062386 |
Profit Factor | 0.0944 | 0.2521 | 0.0707 | 0.9896 | 4.6245 | 0.3957 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 34 | 13 | 21 | 30 | 17 | 13 |
Losing Trades | 27 | 17 | 10 | 31 | 13 | 18 |
Profitability (%) | 55.7377 | 43.3333 | 67.7419 | 49.1803 | 56.6667 | 41.9355 |
Ratio Avg Win / Avg Loss | 0.075 | 0.3297 | 0.0337 | 1.0225 | 3.5364 | 0.5479 |
Largest Winning Trade | 37386 | 37386 | 35866 | 4083520 | 4083520 | 1657603 |
Largest Losing Trade | -2039354 | -81237 | -2039354 | -5834545 | -624667 | -5834545 |
Avg Bars in Trades | 70 | 79 | 61 | 70 | 79 | 61 |
Avg Bars in Winners | 28 | 31 | 26 | 90 | 104 | 71 |
Avg Bars in Losers | 123 | 116 | 134 | 51 | 47 | 53 |
Bars Traded | 4295 | 2397 | 1898 | 4295 | 2397 | 1898 |
Profit Streak | 77.6794 | 77.6794 | 270.1794 | 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 | -744663 | -582860 | -577167 | -745429 | 580153 | -583954 |
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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) |
---|