Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1987746.8816 | -123503.7439 | -1864243.1377 | -98000.2425 | 1743059.6895 | -1841059.932 |
Total P&L (%) | -1987.7469 | -123.5037 | -1864.2431 | -98.0002 | 1743.0597 | -1841.0599 |
Avg Daily Profit (%) | -1.0572 | -0.0657 | -0.9915 | -0.2079 | 0.1551 | 0 |
Buy And Hold Return (%) | 611.5612 | 611.5612 | 611.5612 | 611.5612 | 611.5612 | 611.5612 |
Max Trade Drawdown | -2047169 | -165492 | -1910355 | -1802965 | -243334 | -2406511 |
Profit Factor | 0.1992 | 0.5782 | 0.1486 | 0.9789 | 4.1844 | 0.5505 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 46 | 21 | 25 | 38 | 23 | 15 |
Losing Trades | 33 | 18 | 15 | 41 | 16 | 25 |
Profitability (%) | 58.2278 | 53.8462 | 62.5 | 48.1013 | 58.9744 | 37.5 |
Ratio Avg Win / Avg Loss | 0.1429 | 0.4956 | 0.0891 | 1.0562 | 2.9109 | 0.9175 |
Largest Winning Trade | 37094 | 37094 | 31434 | 1251078 | 823740 | 1251078 |
Largest Losing Trade | -1291760 | -60569 | -1291760 | -1645660 | -243334 | -1645660 |
Avg Bars in Trades | 137 | 152 | 123 | 137 | 152 | 123 |
Avg Bars in Winners | 75 | 75 | 75 | 164 | 174 | 148 |
Avg Bars in Losers | 224 | 241 | 204 | 113 | 119 | 109 |
Bars Traded | 10892 | 5933 | 4959 | 10892 | 5933 | 4959 |
Profit Streak | 45.2118 | 88.3784 | 45.2118 | 45.2118 | 88.3784 | 45.2118 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -609723 | -579298 | -578573 | -610139 | 495030 | -585055 |
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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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