Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3592192.4716 | -16819.0966 | -3575373.3749 | -6873253.0178 | -19112883.4304 | 12239630.4126 |
Total P&L (%) | -3592.1925 | -16.8191 | -3575.3734 | -6873.253 | -19112.8834 | 12239.6304 |
Avg Daily Profit (%) | -1.5467 | -0.0072 | -1.5395 | 0 | 0 | 0.2076 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -3785300 | -76936 | -3799256 | -36077864 | -22810497 | -22314505 |
Profit Factor | 0.1482 | 0.9018 | 0.1163 | 0.8818 | 0.3209 | 1.408 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 57 | 26 | 31 | 44 | 22 | 22 |
Losing Trades | 16 | 11 | 5 | 29 | 15 | 14 |
Profitability (%) | 78.0822 | 70.2703 | 86.1111 | 60.274 | 59.4595 | 61.1111 |
Ratio Avg Win / Avg Loss | 0.0416 | 0.3815 | 0.0188 | 0.5812 | 0.2188 | 0.896 |
Largest Winning Trade | 33078 | 14585 | 33078 | 12788861 | 1966688 | 12788861 |
Largest Losing Trade | -3645427 | -76936 | -3645427 | -22545896 | -22545896 | -17132379 |
Avg Bars in Trades | 59 | 12 | 106 | 59 | 12 | 106 |
Avg Bars in Winners | 30 | 5 | 52 | 60 | 6 | 113 |
Avg Bars in Losers | 160 | 31 | 443 | 57 | 21 | 95 |
Bars Traded | 4323 | 476 | 3847 | 4323 | 476 | 3847 |
Profit Streak | 241.8739 | 241.8739 | 247.3739 | 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 | -651666 | -576489 | -574920 | -655445 | -579268 | 310245 |
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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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