Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1294518.0265 | -76683.8769 | -1217834.1495 | -171559.8176 | 2830715.4538 | -3002275.2714 |
Total P&L (%) | -1294.518 | -76.6839 | -1217.8342 | -171.5598 | 2830.7155 | -3002.2753 |
Avg Daily Profit (%) | -0.722 | -0.0428 | -0.6792 | 0 | 0.1886 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1446539 | -191113 | -1286089 | -3123525 | -98136 | -3141436 |
Profit Factor | 0.2386 | 0.7413 | 0.1325 | 0.955 | 10.96 | 0.1498 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 36 | 13 | 23 | 30 | 19 | 11 |
Losing Trades | 30 | 20 | 10 | 36 | 14 | 22 |
Profitability (%) | 54.5455 | 39.3939 | 69.697 | 45.4545 | 57.5758 | 33.3333 |
Ratio Avg Win / Avg Loss | 0.1989 | 1.1405 | 0.0576 | 1.146 | 8.0758 | 0.2997 |
Largest Winning Trade | 121605 | 121605 | 19067 | 1677296 | 1677296 | 193647 |
Largest Losing Trade | -1255691 | -86743 | -1255691 | -2851170 | -98136 | -2851170 |
Avg Bars in Trades | 48 | 65 | 30 | 48 | 65 | 30 |
Avg Bars in Winners | 23 | 35 | 17 | 65 | 89 | 25 |
Avg Bars in Losers | 77 | 86 | 59 | 33 | 34 | 32 |
Bars Traded | 3172 | 2176 | 996 | 3172 | 2176 | 996 |
Profit Streak | 48.5424 | 48.5424 | 73.5424 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -707271 | -582698 | -576875 | -709656 | 627320 | -587284 |
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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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