Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1831051.5303 | -89253.3642 | -1741798.166 | 292362.0632 | 9574817.4127 | -9282455.3495 |
Total P&L (%) | -1831.0515 | -89.2534 | -1741.7982 | 292.3621 | 9574.8174 | -9282.4553 |
Avg Daily Profit (%) | -0.9742 | -0.0475 | -0.9267 | 0.0728 | 0.2436 | 0 |
Buy And Hold Return (%) | 547.6404 | 547.6404 | 547.6404 | 547.6404 | 547.6404 | 547.6404 |
Max Trade Drawdown | -1963066 | -172278 | -1831581 | -10092435 | -1280859 | -13711536 |
Profit Factor | 0.2444 | 0.7504 | 0.1568 | 1.013 | 3.3056 | 0.4932 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 64 | 27 | 37 | 48 | 28 | 20 |
Losing Trades | 27 | 18 | 9 | 43 | 17 | 26 |
Profitability (%) | 70.3297 | 60 | 80.4348 | 52.7473 | 62.2222 | 43.4783 |
Ratio Avg Win / Avg Loss | 0.1031 | 0.5002 | 0.0381 | 0.9075 | 2.007 | 0.6412 |
Largest Winning Trade | 24622 | 19071 | 24622 | 4135435 | 4135435 | 2789758 |
Largest Losing Trade | -1134529 | -58711 | -1134529 | -8812732 | -634145 | -8812732 |
Avg Bars in Trades | 79 | 94 | 65 | 79 | 94 | 65 |
Avg Bars in Winners | 33 | 33 | 34 | 97 | 111 | 79 |
Avg Bars in Losers | 188 | 185 | 194 | 59 | 66 | 54 |
Bars Traded | 7249 | 4240 | 3009 | 7249 | 4240 | 3009 |
Profit Streak | 68.1568 | 88.6568 | 68.1568 | 68.1568 | 88.6568 | 68.1568 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576083 | -578053 | -575392 | -467315 | 638717 | -581859 |
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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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