Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1889742.0248 | -86321.4923 | -1803420.5325 | -3628297.4465 | 20664301.3849 | -24292598.8314 |
Total P&L (%) | -1889.742 | -86.3215 | -1803.4205 | -3628.2974 | 20664.3014 | -24292.5988 |
Avg Daily Profit (%) | -1.006 | -0.046 | -0.96 | 0 | 0.2845 | 0 |
Buy And Hold Return (%) | 393.3838 | 393.3838 | 393.3838 | 393.3838 | 393.3838 | 393.3838 |
Max Trade Drawdown | -1925341 | -117407 | -755891 | -36907714 | -777735 | -41972687 |
Profit Factor | 0.2001 | 0.3931 | 0.1877 | 0.9469 | 8.2395 | 0.6288 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 48 | 21 | 27 | 31 | 20 | 11 |
Losing Trades | 31 | 19 | 12 | 48 | 20 | 28 |
Profitability (%) | 60.7595 | 52.5 | 69.2308 | 39.2405 | 50 | 28.2051 |
Ratio Avg Win / Avg Loss | 0.1292 | 0.3557 | 0.0834 | 1.4661 | 8.2395 | 1.6007 |
Largest Winning Trade | 41029 | 10190 | 41029 | 9727957 | 5634642 | 9727957 |
Largest Losing Trade | -1211105 | -20497 | -1211105 | -26070612 | -538575 | -26070612 |
Avg Bars in Trades | 87 | 3 | 174 | 87 | 3 | 174 |
Avg Bars in Winners | 56 | 2 | 98 | 105 | 5 | 289 |
Avg Bars in Losers | 136 | 5 | 343 | 76 | 2 | 128 |
Bars Traded | 6939 | 149 | 6790 | 6939 | 149 | 6790 |
Profit Streak | 222.4655 | 222.4655 | 245.4655 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -609001 | -579173 | -576887 | -614573 | 633376 | -593668 |
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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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