Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2092343.1168 | -85168.8737 | -2007174.2431 | -178741.2947 | 13194653.6863 | -13373394.981 |
Total P&L (%) | -2092.3431 | -85.1689 | -2007.1742 | -178.7413 | 13194.6537 | -13373.395 |
Avg Daily Profit (%) | -1.1142 | -0.0454 | -1.0689 | 0 | 0.2607 | 0 |
Buy And Hold Return (%) | 418.739 | 418.739 | 418.739 | 418.739 | 418.739 | 418.739 |
Max Trade Drawdown | -2259094 | -217427 | -2075201 | -14518200 | -1283598 | -15856558 |
Profit Factor | 0.2093 | 0.7396 | 0.1345 | 0.9934 | 5.1256 | 0.441 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 49 | 20 | 29 | 33 | 22 | 11 |
Losing Trades | 27 | 18 | 9 | 43 | 16 | 27 |
Profitability (%) | 64.4737 | 52.6316 | 76.3158 | 43.4211 | 57.8947 | 28.9474 |
Ratio Avg Win / Avg Loss | 0.1153 | 0.6656 | 0.0417 | 1.2944 | 3.7277 | 1.0825 |
Largest Winning Trade | 47210 | 47210 | 26701 | 7480288 | 7480288 | 6352096 |
Largest Losing Trade | -1348162 | -63561 | -1348162 | -11675501 | -1125715 | -11675501 |
Avg Bars in Trades | 290 | 333 | 248 | 290 | 333 | 248 |
Avg Bars in Winners | 140 | 164 | 124 | 450 | 454 | 440 |
Avg Bars in Losers | 563 | 521 | 646 | 168 | 166 | 169 |
Bars Traded | 22102 | 12670 | 9432 | 22102 | 12670 | 9432 |
Profit Streak | 86.5944 | 86.5944 | 133.6777 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -630950 | -579463 | -576002 | -635447 | 629293 | -591515 |
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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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