Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2009952.867 | -97862.0101 | -1912090.8569 | -57332.4457 | 3419022.7137 | -3476355.1594 |
Total P&L (%) | -2009.9529 | -97.862 | -1912.0909 | -57.3324 | 3419.0227 | -3476.3552 |
Avg Daily Profit (%) | -1.0738 | -0.0523 | -1.0216 | -0.0455 | 0.1904 | 0 |
Buy And Hold Return (%) | 530.993 | 530.993 | 530.993 | 530.993 | 530.993 | 530.993 |
Max Trade Drawdown | -2052482 | -151016 | -1956796 | -3862826 | -652757 | -4821899 |
Profit Factor | 0.2166 | 0.6976 | 0.1472 | 0.9936 | 3.2155 | 0.5298 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 46 | 19 | 27 | 42 | 24 | 18 |
Losing Trades | 33 | 20 | 13 | 37 | 15 | 22 |
Profitability (%) | 58.2278 | 48.7179 | 67.5 | 53.1646 | 61.5385 | 45 |
Ratio Avg Win / Avg Loss | 0.1554 | 0.7343 | 0.0709 | 0.8753 | 2.0097 | 0.6476 |
Largest Winning Trade | 38065 | 38065 | 37583 | 1858001 | 1858001 | 1745022 |
Largest Losing Trade | -1398546 | -56863 | -1398546 | -2184322 | -652757 | -2184322 |
Avg Bars in Trades | 92 | 100 | 84 | 92 | 100 | 84 |
Avg Bars in Winners | 52 | 50 | 53 | 106 | 113 | 96 |
Avg Bars in Losers | 148 | 147 | 148 | 76 | 80 | 74 |
Bars Traded | 7299 | 3923 | 3376 | 7299 | 3923 | 3376 |
Profit Streak | 80.6655 | 80.6655 | 125.9155 | 80.6655 | 80.6655 | 125.9155 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -609251 | -580293 | -577129 | -610185 | 583444 | -581342 |
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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) |
---|