Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1746167.699 | -1651.7638 | -1744515.9352 | 288591.701 | 4041057.1865 | -3752465.4856 |
Total P&L (%) | -1746.1677 | -1.6518 | -1744.5159 | 288.5917 | 4041.0572 | -3752.4655 |
Avg Daily Profit (%) | -0.9426 | -0.0009 | -0.9417 | 0.0733 | 0.2012 | 0 |
Buy And Hold Return (%) | 185.2095 | 185.2095 | 185.2095 | 185.2095 | 185.2095 | 185.2095 |
Max Trade Drawdown | -1815752 | -150103 | -299264 | -9541358 | -3394788 | -6308392 |
Profit Factor | 0.2337 | 0.9945 | 0.1177 | 1.0149 | 1.4562 | 0.644 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 61 | 28 | 33 | 37 | 22 | 15 |
Losing Trades | 23 | 14 | 9 | 47 | 20 | 27 |
Profitability (%) | 72.619 | 66.6667 | 78.5714 | 44.0476 | 52.381 | 35.7143 |
Ratio Avg Win / Avg Loss | 0.0881 | 0.4973 | 0.0321 | 1.2892 | 1.3238 | 1.1592 |
Largest Winning Trade | 69735 | 69735 | 24485 | 3549864 | 3549864 | 2364888 |
Largest Losing Trade | -1603852 | -74805 | -1603852 | -2337921 | -1757989 | -2337921 |
Avg Bars in Trades | 41 | 43 | 40 | 41 | 43 | 40 |
Avg Bars in Winners | 13 | 16 | 11 | 49 | 55 | 40 |
Avg Bars in Losers | 116 | 97 | 145 | 35 | 29 | 40 |
Bars Traded | 3500 | 1811 | 1689 | 3500 | 1811 | 1689 |
Profit Streak | 52.3788 | 52.3788 | 103.8788 | 52.3788 | 52.3788 | 103.8788 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575933 | -578010 | -575675 | -309751 | 360054 | -583268 |
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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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