Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1604596.5491 | -107780.3923 | -1496816.1568 | -130193.1773 | 3566481.7253 | -3696674.9025 |
Total P&L (%) | -1604.5965 | -107.7804 | -1496.8162 | -130.1932 | 3566.4817 | -3696.6749 |
Avg Daily Profit (%) | -0.6773 | -0.0455 | -0.6318 | 0 | 0.1522 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1858568 | -276430 | -1600662 | -5627233 | -811939 | -5716696 |
Profit Factor | 0.238 | 0.6962 | 0.1452 | 0.9819 | 4.7729 | 0.4074 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 54 | 25 | 29 | 42 | 23 | 19 |
Losing Trades | 21 | 12 | 9 | 33 | 14 | 19 |
Profitability (%) | 72 | 67.5676 | 76.3158 | 56 | 62.1622 | 50 |
Ratio Avg Win / Avg Loss | 0.0926 | 0.3342 | 0.0451 | 0.7715 | 2.9053 | 0.4074 |
Largest Winning Trade | 28792 | 28792 | 23491 | 2272149 | 2272149 | 1882089 |
Largest Losing Trade | -1480788 | -59045 | -1480788 | -5235311 | -811939 | -5235311 |
Avg Bars in Trades | 88 | 103 | 73 | 88 | 103 | 73 |
Avg Bars in Winners | 42 | 47 | 38 | 106 | 132 | 75 |
Avg Bars in Losers | 204 | 218 | 185 | 64 | 55 | 71 |
Bars Traded | 6602 | 3811 | 2791 | 6602 | 3811 | 2791 |
Profit Streak | 173.2031 | 173.2031 | 286.2031 | 0 | 0 | 0 |
Trades During Streak | 9 | 4 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -637403 | -577112 | -575961 | -641000 | 606215 | -580764 |
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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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