Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1893847.9735 | -29335.3165 | -1864512.657 | 208169.412 | 11761576.0631 | -11553406.651 |
Total P&L (%) | -1893.848 | -29.3353 | -1864.5127 | 208.1694 | 11761.5761 | -11553.4067 |
Avg Daily Profit (%) | -1.0058 | -0.0156 | -0.9902 | 0.0598 | 0.254 | 0 |
Buy And Hold Return (%) | 686.736 | 686.736 | 686.736 | 686.736 | 686.736 | 686.736 |
Max Trade Drawdown | -2116552 | -164422 | -1979958 | -10420783 | -2119008 | -14641480 |
Profit Factor | 0.2758 | 0.9247 | 0.1622 | 1.0076 | 2.6946 | 0.4308 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 67 | 28 | 39 | 49 | 28 | 21 |
Losing Trades | 30 | 20 | 10 | 48 | 20 | 28 |
Profitability (%) | 69.0722 | 58.3333 | 79.5918 | 50.5155 | 58.3333 | 42.8571 |
Ratio Avg Win / Avg Loss | 0.1235 | 0.6605 | 0.0416 | 0.9871 | 1.9247 | 0.5744 |
Largest Winning Trade | 40599 | 40599 | 30070 | 4513763 | 4513763 | 3567494 |
Largest Losing Trade | -1139614 | -57974 | -1139614 | -9371698 | -1891132 | -9371698 |
Avg Bars in Trades | 36 | 43 | 30 | 36 | 43 | 30 |
Avg Bars in Winners | 15 | 16 | 15 | 49 | 58 | 37 |
Avg Bars in Losers | 83 | 81 | 89 | 24 | 23 | 24 |
Bars Traded | 3585 | 2101 | 1484 | 3585 | 2101 | 1484 |
Profit Streak | 7.9251 | 0 | 18.9251 | 7.9251 | 0 | 18.9251 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577094 | -579609 | -576285 | -491653 | 533105 | -582899 |
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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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