Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1823297.6165 | -54004.5575 | -1769293.0591 | -1245562.6635 | 7725609.0139 | -8971171.6774 |
Total P&L (%) | -1823.2976 | -54.0046 | -1769.2931 | -1245.5627 | 7725.609 | -8971.1717 |
Avg Daily Profit (%) | -0.9705 | -0.0287 | -0.9418 | 0 | 0.2323 | 0 |
Buy And Hold Return (%) | 572.8437 | 572.8437 | 572.8437 | 572.8437 | 572.8437 | 572.8437 |
Max Trade Drawdown | -1999245 | -161646 | -1913849 | -9358297 | -1686755 | -12844737 |
Profit Factor | 0.2424 | 0.8258 | 0.1561 | 0.9504 | 2.3476 | 0.5367 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 49 | 20 | 29 | 35 | 22 | 13 |
Losing Trades | 32 | 20 | 12 | 46 | 18 | 28 |
Profitability (%) | 60.4938 | 50 | 70.7317 | 43.2099 | 55 | 31.7073 |
Ratio Avg Win / Avg Loss | 0.1583 | 0.8258 | 0.0646 | 1.2491 | 1.9208 | 1.156 |
Largest Winning Trade | 32433 | 32433 | 25620 | 4925598 | 4925598 | 3550679 |
Largest Losing Trade | -1214478 | -60453 | -1214478 | -6207713 | -1579539 | -6207713 |
Avg Bars in Trades | 133 | 163 | 105 | 133 | 163 | 105 |
Avg Bars in Winners | 85 | 117 | 63 | 176 | 193 | 147 |
Avg Bars in Losers | 207 | 208 | 206 | 101 | 126 | 85 |
Bars Traded | 10845 | 6528 | 4317 | 10845 | 6528 | 4317 |
Profit Streak | 25.0969 | 166.2635 | 25.0969 | 0 | 0 | 0 |
Trades During Streak | 2 | 4 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -594393 | -579367 | -577511 | -598029 | 484615 | -586189 |
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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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