Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1797544.9082 | -132104.0966 | -1665440.8116 | -95550.1249 | 3949426.0952 | -4044976.2201 |
Total P&L (%) | -1797.5449 | -132.1041 | -1665.4408 | -95.5501 | 3949.4261 | -4044.9762 |
Avg Daily Profit (%) | -0.9597 | -0.0705 | -0.8892 | -0.166 | 0.1978 | 0 |
Buy And Hold Return (%) | 511.2345 | 511.2345 | 511.2345 | 511.2345 | 511.2345 | 511.2345 |
Max Trade Drawdown | -1973261 | -247585 | -1760621 | -3439627 | -463350 | -4462575 |
Profit Factor | 0.2028 | 0.6216 | 0.1261 | 0.987 | 8.4792 | 0.4047 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 49 | 21 | 28 | 47 | 27 | 20 |
Losing Trades | 24 | 15 | 9 | 26 | 9 | 17 |
Profitability (%) | 67.1233 | 58.3333 | 75.6757 | 64.3836 | 75 | 54.0541 |
Ratio Avg Win / Avg Loss | 0.0993 | 0.444 | 0.0405 | 0.546 | 2.8264 | 0.344 |
Largest Winning Trade | 33814 | 33814 | 22743 | 2079976 | 1498429 | 2079976 |
Largest Losing Trade | -1016441 | -58972 | -1016441 | -3316526 | -463350 | -3316526 |
Avg Bars in Trades | 74 | 89 | 59 | 74 | 89 | 59 |
Avg Bars in Winners | 30 | 34 | 28 | 84 | 100 | 63 |
Avg Bars in Losers | 163 | 168 | 155 | 55 | 58 | 53 |
Bars Traded | 5423 | 3238 | 2185 | 5423 | 3238 | 2185 |
Profit Streak | 160.5224 | 160.5224 | 277.189 | 160.5224 | 160.5224 | 340.189 |
Trades During Streak | 13 | 6 | 8 | 13 | 6 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -652929 | -578259 | -575985 | -653284 | 764157 | -578782 |
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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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