Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1162449.8896 | -106400.8317 | -1056049.0578 | -88933.5562 | 2244786.4294 | -2333719.9856 |
Total P&L (%) | -1162.4499 | -106.4008 | -1056.0491 | -88.9336 | 2244.7864 | -2333.72 |
Avg Daily Profit (%) | -0.6244 | -0.0572 | -0.5673 | -0.1182 | 0.1696 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1295513 | -232787 | -1108679 | -3547002 | -893827 | -2814986 |
Profit Factor | 0.2902 | 0.6787 | 0.1917 | 0.9841 | 2.4323 | 0.4197 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 38 | 18 | 20 | 32 | 19 | 13 |
Losing Trades | 25 | 14 | 11 | 31 | 13 | 18 |
Profitability (%) | 60.3175 | 56.25 | 64.5161 | 50.7937 | 59.375 | 41.9355 |
Ratio Avg Win / Avg Loss | 0.1909 | 0.5279 | 0.1054 | 0.9533 | 1.6642 | 0.5812 |
Largest Winning Trade | 30043 | 27950 | 30043 | 1490358 | 1490358 | 762181 |
Largest Losing Trade | -1053285 | -49252 | -1053285 | -2110958 | -591976 | -2110958 |
Avg Bars in Trades | 171 | 181 | 161 | 171 | 181 | 161 |
Avg Bars in Winners | 61 | 39 | 81 | 184 | 190 | 175 |
Avg Bars in Losers | 339 | 364 | 307 | 158 | 168 | 151 |
Bars Traded | 10821 | 5820 | 5001 | 10821 | 5820 | 5001 |
Profit Streak | 50.8411 | 64.3411 | 50.8411 | 50.8411 | 64.3411 | 50.8411 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -728892 | -578614 | -577946 | -730127 | 539337 | -582964 |
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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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