Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1857835.1217 | -43323.4461 | -1814511.6757 | -233896.853 | 9428337.2994 | -9662234.1524 |
Total P&L (%) | -1857.8351 | -43.3234 | -1814.5117 | -233.8969 | 9428.3373 | -9662.2342 |
Avg Daily Profit (%) | -0.9904 | -0.0231 | -0.9673 | 0 | 0.2432 | 0 |
Buy And Hold Return (%) | 559.247 | 559.247 | 559.247 | 559.247 | 559.247 | 559.247 |
Max Trade Drawdown | -2078990 | -169348 | -1934092 | -8399407 | -1130232 | -11633714 |
Profit Factor | 0.256 | 0.8704 | 0.1611 | 0.9877 | 5.0614 | 0.4214 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 54 | 23 | 31 | 40 | 26 | 14 |
Losing Trades | 33 | 20 | 13 | 47 | 17 | 30 |
Profitability (%) | 62.069 | 53.4884 | 70.4545 | 45.977 | 60.4651 | 31.8182 |
Ratio Avg Win / Avg Loss | 0.1565 | 0.7569 | 0.0675 | 1.1606 | 3.3094 | 0.903 |
Largest Winning Trade | 47087 | 47087 | 30320 | 4475912 | 4475912 | 3796253 |
Largest Losing Trade | -1274632 | -60182 | -1274632 | -5929488 | -1130232 | -5929488 |
Avg Bars in Trades | 125 | 139 | 110 | 125 | 139 | 110 |
Avg Bars in Winners | 66 | 70 | 63 | 176 | 185 | 159 |
Avg Bars in Losers | 221 | 219 | 224 | 81 | 69 | 88 |
Bars Traded | 10883 | 6005 | 4878 | 10883 | 6005 | 4878 |
Profit Streak | 35.462 | 38.962 | 35.462 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577711 | -579728 | -577525 | -580443 | 635565 | -587790 |
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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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