Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1628698.1611 | -47935.6442 | -1580762.5169 | -384302.1143 | 6727871.1298 | -7112173.2441 |
Total P&L (%) | -1628.6982 | -47.9356 | -1580.7625 | -384.3021 | 6727.8711 | -7112.1732 |
Avg Daily Profit (%) | -0.8721 | -0.0257 | -0.8465 | 0 | 0.2264 | 0 |
Buy And Hold Return (%) | 632.0889 | 632.0889 | 632.0889 | 632.0889 | 632.0889 | 632.0889 |
Max Trade Drawdown | -1746792 | -149471 | -1639105 | -6544270 | -457305 | -9504940 |
Profit Factor | 0.271 | 0.8553 | 0.1693 | 0.9746 | 4.4867 | 0.4613 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 49 | 22 | 27 | 35 | 21 | 14 |
Losing Trades | 32 | 18 | 14 | 46 | 19 | 27 |
Profitability (%) | 60.4938 | 55 | 65.8537 | 43.2099 | 52.5 | 34.1463 |
Ratio Avg Win / Avg Loss | 0.177 | 0.6998 | 0.0878 | 1.2809 | 4.0594 | 0.8897 |
Largest Winning Trade | 56114 | 56114 | 42291 | 2057932 | 1649894 | 2057932 |
Largest Losing Trade | -1121842 | -53147 | -1121842 | -6151460 | -289785 | -6151460 |
Avg Bars in Trades | 44 | 50 | 39 | 44 | 50 | 39 |
Avg Bars in Winners | 26 | 31 | 22 | 62 | 63 | 59 |
Avg Bars in Losers | 73 | 72 | 74 | 31 | 35 | 29 |
Bars Traded | 3642 | 2007 | 1635 | 3642 | 2007 | 1635 |
Profit Streak | 29.0458 | 45.5458 | 29.0458 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -594411 | -579545 | -578146 | -598029 | 577236 | -586907 |
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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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