Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1696114.5723 | -62120.9427 | -1633993.6296 | -181182.3879 | 7922574.2959 | -8103756.6838 |
Total P&L (%) | -1696.1146 | -62.1209 | -1633.9936 | -181.1824 | 7922.5743 | -8103.7567 |
Avg Daily Profit (%) | -0.9054 | -0.0332 | -0.8723 | 0 | 0.2344 | 0 |
Buy And Hold Return (%) | 491.1765 | 491.1765 | 491.1765 | 491.1765 | 491.1765 | 491.1765 |
Max Trade Drawdown | -1863526 | -200394 | -1737234 | -8952551 | -861363 | -10520055 |
Profit Factor | 0.2605 | 0.8122 | 0.1675 | 0.99 | 3.8509 | 0.4701 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 61 | 27 | 34 | 39 | 24 | 15 |
Losing Trades | 30 | 18 | 12 | 52 | 21 | 31 |
Profitability (%) | 67.033 | 60 | 73.913 | 42.8571 | 53.3333 | 32.6087 |
Ratio Avg Win / Avg Loss | 0.1281 | 0.5415 | 0.0591 | 1.32 | 3.3695 | 0.9715 |
Largest Winning Trade | 33225 | 29608 | 33225 | 4792407 | 4792407 | 3638058 |
Largest Losing Trade | -1031255 | -65600 | -1031255 | -6364588 | -861363 | -6364588 |
Avg Bars in Trades | 79 | 93 | 65 | 79 | 93 | 65 |
Avg Bars in Winners | 42 | 49 | 36 | 116 | 131 | 92 |
Avg Bars in Losers | 155 | 158 | 149 | 51 | 50 | 52 |
Bars Traded | 7232 | 4203 | 3028 | 7232 | 4203 | 3028 |
Profit Streak | 34.0683 | 34.0683 | 38.5683 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576604 | -578874 | -576616 | -581646 | 568142 | -587467 |
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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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