Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2707585.0404 | -111814.4187 | -2595770.6216 | -106202.2332 | 1950771.1479 | -2056973.3811 |
Total P&L (%) | -2707.585 | -111.8144 | -2595.7706 | -106.2022 | 1950.7711 | -2056.9734 |
Avg Daily Profit (%) | -1.4563 | -0.0601 | -1.3961 | 0 | 0.1626 | 0 |
Buy And Hold Return (%) | 125.4302 | 125.4302 | 125.4302 | 125.4302 | 125.4302 | 125.4302 |
Max Trade Drawdown | -2810443 | -157660 | -2679518 | -3706656 | -210174 | -3706656 |
Profit Factor | 0.1729 | 0.707 | 0.1024 | 0.978 | 5.3468 | 0.5297 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 46 | 22 | 24 | 39 | 22 | 17 |
Losing Trades | 33 | 18 | 15 | 40 | 18 | 22 |
Profitability (%) | 58.2278 | 55 | 61.5385 | 49.3671 | 55 | 43.5897 |
Ratio Avg Win / Avg Loss | 0.1241 | 0.5785 | 0.064 | 1.0031 | 4.3747 | 0.6855 |
Largest Winning Trade | 49315 | 38419 | 49315 | 1945528 | 1945528 | 1202194 |
Largest Losing Trade | -2307883 | -77421 | -2307883 | -3706656 | -143862 | -3706656 |
Avg Bars in Trades | 92 | 65 | 119 | 92 | 65 | 119 |
Avg Bars in Winners | 45 | 39 | 51 | 92 | 60 | 134 |
Avg Bars in Losers | 156 | 96 | 228 | 91 | 71 | 107 |
Bars Traded | 7268 | 2609 | 4659 | 7268 | 2609 | 4659 |
Profit Streak | 42.6734 | 42.6734 | 113.1734 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -609211 | -579114 | -577872 | -610635 | 591973 | -583250 |
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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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