Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2006466.0693 | 2879.8649 | -2009345.9342 | -3733007.1104 | 8623465.8112 | -12356472.9216 |
Total P&L (%) | -2006.4661 | 2.8799 | -2009.3459 | -3733.0071 | 8623.4658 | -12356.4729 |
Avg Daily Profit (%) | -0.8423 | 0.0012 | -0.8436 | 0 | 0.1878 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2179964 | -37002 | -2210145 | -48832282 | -905358 | -49359657 |
Profit Factor | 0.2621 | 1.0268 | 0.2306 | 0.9384 | 5.3247 | 0.7892 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 40 | 18 | 22 | 37 | 18 | 19 |
Losing Trades | 25 | 15 | 10 | 28 | 15 | 13 |
Profitability (%) | 61.5385 | 54.5455 | 68.75 | 56.9231 | 54.5455 | 59.375 |
Ratio Avg Win / Avg Loss | 0.1638 | 0.8557 | 0.1048 | 0.7102 | 4.4372 | 0.54 |
Largest Winning Trade | 68172 | 20025 | 68172 | 12140057 | 2074666 | 12140057 |
Largest Losing Trade | -1872512 | -14443 | -1872512 | -41099944 | -720669 | -41099944 |
Avg Bars in Trades | 68 | 3 | 135 | 68 | 3 | 135 |
Avg Bars in Winners | 57 | 3 | 102 | 65 | 3 | 124 |
Avg Bars in Losers | 85 | 4 | 206 | 72 | 3 | 151 |
Bars Traded | 4446 | 118 | 4328 | 4446 | 118 | 4328 |
Profit Streak | 146.4708 | 177.4708 | 0 | 0 | 0 | 177.9708 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -714709 | -548254 | -578379 | -715880 | 605105 | -579010 |
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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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