Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2184702.4954 | -140229.0261 | -2044473.4692 | 207036.2263 | -2929143.1638 | 3136179.3901 |
Total P&L (%) | -2184.7025 | -140.229 | -2044.4735 | 207.0362 | -2929.1432 | 3136.1794 |
Avg Daily Profit (%) | -1.2115 | -0.0778 | -1.1337 | 0.0622 | 0 | 0.193 |
Buy And Hold Return (%) | 107.8715 | 107.8715 | 107.8715 | 107.8715 | 107.8715 | 107.8715 |
Max Trade Drawdown | -2310067 | -227197 | -2118716 | -13158496 | -7691122 | -8424488 |
Profit Factor | 0.1564 | 0.5928 | 0.0894 | 1.0106 | 0.6537 | 1.2831 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 67.0732 | 65.8537 | 68.2927 | 67.0732 | 65.8537 | 68.2927 |
Ratio Avg Win / Avg Loss | 0.0768 | 0.3074 | 0.0415 | 0.4961 | 0.339 | 0.5957 |
Largest Winning Trade | 27604 | 21635 | 27604 | 10561118 | 1983638 | 10561118 |
Largest Losing Trade | -1060670 | -66019 | -1060670 | -8391723 | -3611680 | -8391723 |
Avg Bars in Trades | 63 | 74 | 51 | 63 | 74 | 51 |
Avg Bars in Winners | 18 | 12 | 22 | 25 | 18 | 31 |
Avg Bars in Losers | 155 | 192 | 114 | 140 | 182 | 95 |
Bars Traded | 5175 | 3048 | 2127 | 5175 | 3048 | 2127 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -587064 | -578687 | -578370 | -334090 | -578687 | 313147 |
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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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