Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2440163.3664 | -173844.2101 | -2266319.1562 | -58461.9123 | 1677881.4566 | -1736343.3689 |
Total P&L (%) | -2440.1634 | -173.8442 | -2266.3192 | -58.4619 | 1677.8815 | -1736.3434 |
Avg Daily Profit (%) | -1.3126 | -0.0935 | -1.2191 | -0.0472 | 0.1549 | 0 |
Buy And Hold Return (%) | 142.1812 | 142.1812 | 142.1812 | 142.1812 | 142.1812 | 142.1812 |
Max Trade Drawdown | -462706 | -210320 | -298950 | -731920 | -372367 | -422180 |
Profit Factor | 0.12 | 0.4766 | 0.0715 | 0.9822 | 4.255 | 0.3746 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 46 | 19 | 27 | 52 | 25 | 27 |
Losing Trades | 37 | 22 | 15 | 31 | 16 | 15 |
Profitability (%) | 55.4217 | 46.3415 | 64.2857 | 62.6506 | 60.9756 | 64.2857 |
Ratio Avg Win / Avg Loss | 0.0966 | 0.5518 | 0.0397 | 0.5856 | 2.7232 | 0.2081 |
Largest Winning Trade | 50779 | 50779 | 38325 | 579534 | 579534 | 288773 |
Largest Losing Trade | -2049345 | -74292 | -2049345 | -2049345 | -326102 | -2049345 |
Avg Bars in Trades | 64 | 66 | 61 | 64 | 66 | 61 |
Avg Bars in Winners | 32 | 41 | 26 | 65 | 78 | 53 |
Avg Bars in Losers | 103 | 88 | 125 | 61 | 48 | 76 |
Bars Traded | 5334 | 2739 | 2595 | 5334 | 2739 | 2595 |
Profit Streak | 41.0158 | 49.0158 | 41.0158 | 41.0158 | 49.0158 | 41.0158 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580365 | -580748 | -578333 | -579150 | 639961 | -578333 |
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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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