Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2127455.1609 | -187287.2031 | -1940167.9577 | -15975.0238 | 4583800.8417 | -4599775.8655 |
Total P&L (%) | -2127.4552 | -187.2872 | -1940.168 | -15.975 | 4583.8008 | -4599.7759 |
Avg Daily Profit (%) | -1.1306 | -0.0995 | -1.0311 | -0.0093 | 0.2046 | 0 |
Buy And Hold Return (%) | 491.1925 | 491.1925 | 491.1925 | 491.1925 | 491.1925 | 491.1925 |
Max Trade Drawdown | -2249603 | -251964 | -1997638 | -4475403 | -759768 | -6031863 |
Profit Factor | 0.1971 | 0.532 | 0.1375 | 0.9983 | 4.6824 | 0.4372 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 48 | 20 | 28 | 42 | 26 | 16 |
Losing Trades | 33 | 20 | 13 | 39 | 14 | 25 |
Profitability (%) | 59.2593 | 50 | 68.2927 | 51.8519 | 65 | 39.0244 |
Ratio Avg Win / Avg Loss | 0.1355 | 0.532 | 0.0638 | 0.927 | 2.5213 | 0.6831 |
Largest Winning Trade | 34785 | 30618 | 34785 | 1693844 | 1693844 | 1145853 |
Largest Losing Trade | -1144312 | -61542 | -1144312 | -3314216 | -759768 | -3314216 |
Avg Bars in Trades | 67 | 70 | 63 | 67 | 70 | 63 |
Avg Bars in Winners | 32 | 27 | 36 | 73 | 76 | 68 |
Avg Bars in Losers | 117 | 113 | 123 | 60 | 60 | 61 |
Bars Traded | 5439 | 2822 | 2617 | 5439 | 2822 | 2617 |
Profit Streak | 68.8964 | 91.2297 | 68.8964 | 68.8964 | 91.2297 | 68.8964 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -593970 | -579347 | -576939 | -595208 | 684534 | -583578 |
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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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