Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2038187.7551 | -65789.8833 | -1972397.8718 | 567546.5759 | 5660186.4179 | -5092639.842 |
Total P&L (%) | -2038.1878 | -65.7899 | -1972.3979 | 567.5466 | 5660.1864 | -5092.6398 |
Avg Daily Profit (%) | -1.0841 | -0.035 | -1.0491 | 0.101 | 0.2158 | 0 |
Buy And Hold Return (%) | 489.7522 | 489.7522 | 489.7522 | 489.7522 | 489.7522 | 489.7522 |
Max Trade Drawdown | -2232739 | -162987 | -2094980 | -4500891 | -448335 | -7134318 |
Profit Factor | 0.2534 | 0.82 | 0.1658 | 1.044 | 4.075 | 0.5395 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 69 | 30 | 39 | 51 | 29 | 22 |
Losing Trades | 30 | 19 | 11 | 48 | 20 | 28 |
Profitability (%) | 69.697 | 61.2245 | 78 | 51.5152 | 59.1837 | 44 |
Ratio Avg Win / Avg Loss | 0.1102 | 0.5193 | 0.0468 | 0.9826 | 2.8103 | 0.6867 |
Largest Winning Trade | 30797 | 30797 | 22727 | 2710757 | 2034350 | 2710757 |
Largest Losing Trade | -1348705 | -56147 | -1348705 | -3928599 | -414372 | -3928599 |
Avg Bars in Trades | 110 | 122 | 98 | 110 | 122 | 98 |
Avg Bars in Winners | 60 | 54 | 64 | 124 | 142 | 101 |
Avg Bars in Losers | 226 | 229 | 220 | 95 | 93 | 96 |
Bars Traded | 10934 | 5998 | 4936 | 10934 | 5998 | 4936 |
Profit Streak | 69.1752 | 89.8419 | 69.1752 | 69.1752 | 89.8419 | 69.1752 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576147 | -577865 | -755824 | -345842 | 645759 | -761787 |
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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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