Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2595544.4018 | -145488.0938 | -2450056.308 | -102022.4062 | 10458244.0937 | -10560266.4999 |
Total P&L (%) | -2595.5444 | -145.4881 | -2450.0563 | -102.0224 | 10458.2441 | -10560.2665 |
Avg Daily Profit (%) | -1.2464 | -0.0699 | -1.1765 | 0 | 0.224 | 0 |
Buy And Hold Return (%) | 84.7195 | 84.7195 | 84.7195 | 84.7195 | 84.7195 | 84.7195 |
Max Trade Drawdown | -2606779 | -229270 | -2321386 | -15982600 | -2326794 | -15487769 |
Profit Factor | 0.1901 | 0.6482 | 0.1222 | 0.9948 | 3.7562 | 0.3362 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 53 | 23 | 30 | 33 | 19 | 14 |
Losing Trades | 29 | 18 | 11 | 49 | 22 | 27 |
Profitability (%) | 64.6341 | 56.0976 | 73.1707 | 40.2439 | 46.3415 | 34.1463 |
Ratio Avg Win / Avg Loss | 0.104 | 0.5073 | 0.0448 | 1.4772 | 4.3493 | 0.6484 |
Largest Winning Trade | 52409 | 52409 | 26792 | 8764947 | 8764947 | 1223888 |
Largest Losing Trade | -2047965 | -80283 | -2047965 | -9674592 | -1648020 | -9674592 |
Avg Bars in Trades | 298 | 346 | 250 | 298 | 346 | 250 |
Avg Bars in Winners | 112 | 117 | 108 | 472 | 584 | 321 |
Avg Bars in Losers | 637 | 637 | 637 | 180 | 140 | 213 |
Bars Traded | 24451 | 14190 | 10261 | 24451 | 14190 | 10261 |
Profit Streak | 75.9458 | 78.2792 | 75.9458 | 0 | 0 | 0 |
Trades During Streak | 12 | 6 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -585704 | -578440 | -576221 | -591682 | 494591 | -586907 |
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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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