Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2508213.6687 | -166124.7237 | -2342088.945 | -98556.8408 | 7542433.4845 | -7640990.3253 |
Total P&L (%) | -2508.2137 | -166.1247 | -2342.0889 | -98.5568 | 7542.4335 | -7640.9903 |
Avg Daily Profit (%) | -1.0824 | -0.0717 | -1.0107 | -0.1827 | 0.1873 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2604907 | -205778 | -2428334 | -10872956 | -388504 | -13046292 |
Profit Factor | 0.2016 | 0.6078 | 0.1383 | 0.9931 | 9.0408 | 0.4311 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 45 | 18 | 27 | 41 | 21 | 20 |
Losing Trades | 34 | 21 | 13 | 38 | 18 | 20 |
Profitability (%) | 56.962 | 46.1538 | 67.5 | 51.8987 | 53.8462 | 50 |
Ratio Avg Win / Avg Loss | 0.1523 | 0.7091 | 0.0666 | 0.9205 | 7.7493 | 0.4311 |
Largest Winning Trade | 56930 | 30625 | 56930 | 4219910 | 4219910 | 1667157 |
Largest Losing Trade | -1972422 | -78811 | -1972422 | -10015268 | -384274 | -10015268 |
Avg Bars in Trades | 168 | 178 | 158 | 168 | 178 | 158 |
Avg Bars in Winners | 98 | 98 | 98 | 176 | 199 | 152 |
Avg Bars in Losers | 260 | 246 | 283 | 159 | 153 | 165 |
Bars Traded | 13312 | 6953 | 6359 | 13312 | 6953 | 6359 |
Profit Streak | 84.7036 | 84.7036 | 279.2036 | 84.7036 | 84.7036 | 426.0369 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -609421 | -581291 | -577066 | -610355 | 645766 | -579300 |
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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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