Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1557273.0337 | -40760.9648 | -1516512.0689 | -221080.2243 | 4222548.8615 | -4443629.0858 |
Total P&L (%) | -1557.273 | -40.761 | -1516.5121 | -221.0802 | 4222.5489 | -4443.6291 |
Avg Daily Profit (%) | -0.6574 | -0.0172 | -0.6401 | 0 | 0.1591 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1872147 | -235144 | -1656303 | -5320723 | -1306079 | -5366472 |
Profit Factor | 0.2887 | 0.8946 | 0.1588 | 0.9734 | 3.3881 | 0.3221 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 62 | 30 | 32 | 40 | 22 | 18 |
Losing Trades | 20 | 11 | 9 | 42 | 19 | 23 |
Profitability (%) | 75.6098 | 73.1707 | 78.0488 | 48.7805 | 53.6585 | 43.9024 |
Ratio Avg Win / Avg Loss | 0.0931 | 0.328 | 0.0447 | 1.0221 | 2.9261 | 0.4115 |
Largest Winning Trade | 64018 | 64018 | 30649 | 2326363 | 2326363 | 1259151 |
Largest Losing Trade | -1563424 | -66173 | -1563424 | -5320723 | -755968 | -5320723 |
Avg Bars in Trades | 54 | 64 | 45 | 54 | 64 | 45 |
Avg Bars in Winners | 22 | 23 | 22 | 71 | 84 | 56 |
Avg Bars in Losers | 154 | 175 | 128 | 38 | 39 | 37 |
Bars Traded | 4507 | 2624 | 1883 | 4507 | 2624 | 1883 |
Profit Streak | 174.0073 | 174.0073 | 288.5073 | 0 | 0 | 0 |
Trades During Streak | 13 | 6 | 7 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -584340 | -576299 | -575671 | -588363 | 528381 | -583113 |
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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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