Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1102896.3461 | -71636.4652 | -1031259.8809 | -147867.2635 | 1735416.7356 | -1883283.9991 |
Total P&L (%) | -1102.8963 | -71.6365 | -1031.2599 | -147.8673 | 1735.4167 | -1883.284 |
Avg Daily Profit (%) | -0.5917 | -0.0384 | -0.5533 | 0 | 0.1562 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1208423 | -170475 | -1136157 | -3586818 | -1009024 | -2577794 |
Profit Factor | 0.3455 | 0.771 | 0.2484 | 0.9726 | 2.0467 | 0.4973 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 52 | 22 | 30 | 24 | 16 | 8 |
Losing Trades | 23 | 15 | 8 | 51 | 21 | 30 |
Profitability (%) | 69.3333 | 59.4595 | 78.9474 | 32 | 43.2432 | 21.0526 |
Ratio Avg Win / Avg Loss | 0.1528 | 0.5257 | 0.0662 | 2.0669 | 2.6862 | 1.865 |
Largest Winning Trade | 58700 | 58700 | 33764 | 1097727 | 1087375 | 1097727 |
Largest Losing Trade | -1136157 | -62282 | -1136157 | -1375562 | -958341 | -1375562 |
Avg Bars in Trades | 144 | 149 | 140 | 144 | 149 | 140 |
Avg Bars in Winners | 63 | 53 | 71 | 274 | 272 | 280 |
Avg Bars in Losers | 328 | 290 | 399 | 83 | 55 | 103 |
Bars Traded | 10856 | 5524 | 5332 | 10856 | 5524 | 5332 |
Profit Streak | 91.8927 | 91.8927 | 132.8927 | 0 | 0 | 0 |
Trades During Streak | 7 | 3 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -637743 | -578186 | -575628 | -646277 | 321546 | -625199 |
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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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