Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2056023.605 | -122691.4169 | -1933332.188 | -16912.3967 | 5595885.2829 | -5612797.6796 |
Total P&L (%) | -2056.0236 | -122.6914 | -1933.3322 | -16.9124 | 5595.8853 | -5612.7977 |
Avg Daily Profit (%) | -1.096 | -0.0654 | -1.0306 | -0.0099 | 0.2157 | 0 |
Buy And Hold Return (%) | 479.1435 | 479.1435 | 479.1435 | 479.1435 | 479.1435 | 479.1435 |
Max Trade Drawdown | -2153799 | -190697 | -1998215 | -7886277 | -1316602 | -7894126 |
Profit Factor | 0.2159 | 0.6288 | 0.1563 | 0.9989 | 3.5787 | 0.5773 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 53 | 23 | 30 | 41 | 25 | 16 |
Losing Trades | 32 | 19 | 13 | 44 | 17 | 27 |
Profitability (%) | 62.3529 | 54.7619 | 69.7674 | 48.2353 | 59.5238 | 37.2093 |
Ratio Avg Win / Avg Loss | 0.1303 | 0.5194 | 0.0677 | 1.072 | 2.4335 | 0.9743 |
Largest Winning Trade | 33283 | 33283 | 31145 | 3907000 | 3638695 | 3907000 |
Largest Losing Trade | -1391927 | -51379 | -1391927 | -3651487 | -958795 | -3651487 |
Avg Bars in Trades | 128 | 137 | 120 | 128 | 137 | 120 |
Avg Bars in Winners | 78 | 79 | 76 | 155 | 161 | 145 |
Avg Bars in Losers | 213 | 206 | 222 | 104 | 101 | 106 |
Bars Traded | 10958 | 5769 | 5189 | 10958 | 5769 | 5189 |
Profit Streak | 63.9207 | 86.2541 | 63.9207 | 63.9207 | 86.2541 | 63.9207 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577229 | -579156 | -577191 | -578128 | 617881 | -584728 |
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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) |
---|