Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2133387.4524 | -126376.1669 | -2007011.2855 | -63847.8944 | 3922604.9222 | -3986452.8166 |
Total P&L (%) | -2133.3875 | -126.3762 | -2007.0113 | -63.8479 | 3922.6049 | -3986.4528 |
Avg Daily Profit (%) | -1.137 | -0.0674 | -1.0696 | -0.0542 | 0.1971 | 0 |
Buy And Hold Return (%) | 580.9686 | 580.9686 | 580.9686 | 580.9686 | 580.9686 | 580.9686 |
Max Trade Drawdown | -2238351 | -196489 | -2063990 | -4242209 | -621668 | -4846051 |
Profit Factor | 0.1924 | 0.6022 | 0.1364 | 0.9934 | 4.869 | 0.5389 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 46 | 21 | 25 | 42 | 25 | 17 |
Losing Trades | 31 | 17 | 14 | 35 | 13 | 22 |
Profitability (%) | 59.7403 | 55.2632 | 64.1026 | 54.5455 | 65.7895 | 43.5897 |
Ratio Avg Win / Avg Loss | 0.1296 | 0.4875 | 0.0764 | 0.8278 | 2.5319 | 0.6974 |
Largest Winning Trade | 35178 | 35178 | 30568 | 2984428 | 2150716 | 2984428 |
Largest Losing Trade | -1451710 | -57014 | -1451710 | -3035806 | -621668 | -3035806 |
Avg Bars in Trades | 142 | 155 | 128 | 142 | 155 | 128 |
Avg Bars in Winners | 81 | 87 | 76 | 162 | 173 | 146 |
Avg Bars in Losers | 231 | 240 | 220 | 117 | 121 | 114 |
Bars Traded | 10934 | 5923 | 5010 | 10934 | 5923 | 5010 |
Profit Streak | 63.3034 | 85.3034 | 63.3034 | 63.3034 | 85.3034 | 63.3034 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -624071 | -579121 | -577955 | -625022 | 668421 | -582276 |
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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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