Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1628041.3576 | -93861.401 | -1534179.9566 | -150693.6316 | 9230382.5155 | -9381076.1471 |
Total P&L (%) | -1628.0414 | -93.8614 | -1534.18 | -150.6936 | 9230.3825 | -9381.0761 |
Avg Daily Profit (%) | -0.7028 | -0.0405 | -0.6623 | 0 | 0.196 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1751939 | -196976 | -1619525 | -12922675 | -658224 | -14275664 |
Profit Factor | 0.25 | 0.7228 | 0.1626 | 0.9908 | 6.8098 | 0.366 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 35 | 15 | 20 | 33 | 17 | 16 |
Losing Trades | 26 | 15 | 11 | 28 | 13 | 15 |
Profitability (%) | 57.377 | 50 | 64.5161 | 54.0984 | 56.6667 | 51.6129 |
Ratio Avg Win / Avg Loss | 0.1857 | 0.7228 | 0.0894 | 0.8407 | 5.2075 | 0.3432 |
Largest Winning Trade | 56500 | 56500 | 33389 | 6675174 | 6675174 | 1856402 |
Largest Losing Trade | -1215451 | -79384 | -1215451 | -10147870 | -416662 | -10147870 |
Avg Bars in Trades | 70 | 81 | 59 | 70 | 81 | 59 |
Avg Bars in Winners | 32 | 39 | 26 | 81 | 103 | 58 |
Avg Bars in Losers | 121 | 123 | 118 | 57 | 53 | 60 |
Bars Traded | 4283 | 2447 | 1836 | 4283 | 2447 | 1836 |
Profit Streak | 0 | 0 | 0 | 42.6481 | 50.1481 | 42.6481 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -745821 | -580825 | -578936 | -745259 | 644875 | -580057 |
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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) |
---|