Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2543655.4577 | 19892.4835 | -2563547.9413 | 7252517.4855 | -1950137.9032 | 9202655.3887 |
Total P&L (%) | -2543.6555 | 19.8925 | -2563.5479 | 7252.5175 | -1950.1379 | 9202.6554 |
Avg Daily Profit (%) | -1.3757 | 0.0108 | -1.3865 | 0.2327 | 0 | 0.2455 |
Buy And Hold Return (%) | 106.2724 | 106.2724 | 106.2724 | 106.2724 | 106.2724 | 106.2724 |
Max Trade Drawdown | -2668584 | -36580 | -482840 | -5935861 | -3446363 | -5193916 |
Profit Factor | 0.2283 | 1.112 | 0.178 | 1.3042 | 0.7282 | 1.5522 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 63 | 28 | 35 | 51 | 30 | 21 |
Losing Trades | 38 | 23 | 15 | 50 | 21 | 29 |
Profitability (%) | 62.3762 | 54.902 | 70 | 50.4951 | 58.8235 | 42 |
Ratio Avg Win / Avg Loss | 0.1377 | 0.9134 | 0.0763 | 1.2786 | 0.5097 | 2.1435 |
Largest Winning Trade | 50983 | 26211 | 50983 | 8505774 | 747666 | 8505774 |
Largest Losing Trade | -2328633 | -24916 | -2328633 | -5193916 | -1609771 | -5193916 |
Avg Bars in Trades | 52 | 8 | 97 | 52 | 8 | 97 |
Avg Bars in Winners | 38 | 8 | 62 | 48 | 8 | 106 |
Avg Bars in Losers | 75 | 8 | 177 | 56 | 9 | 90 |
Bars Traded | 5297 | 440 | 4857 | 5297 | 440 | 4857 |
Profit Streak | 0 | 0 | 95.8223 | 0 | 0 | 95.8223 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578904 | -622353 | -757281 | 315352 | -759411 | -171045 |
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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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