Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2043923.4867 | -81698.2331 | -1962225.2536 | -12691.8788 | 1614254.8064 | -1626946.6853 |
Total P&L (%) | -2043.9235 | -81.6982 | -1962.2253 | -12.6919 | 1614.2548 | -1626.9467 |
Avg Daily Profit (%) | -1.092 | -0.0436 | -1.0483 | -0.0073 | 0.1519 | 0 |
Buy And Hold Return (%) | 497.0612 | 497.0612 | 497.0612 | 497.0612 | 497.0612 | 497.0612 |
Max Trade Drawdown | -2126063 | -145719 | -2028455 | -2075586 | -127457 | -2096157 |
Profit Factor | 0.2214 | 0.7536 | 0.1445 | 0.9967 | 4.969 | 0.5292 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 54 | 24 | 30 | 46 | 27 | 19 |
Losing Trades | 30 | 18 | 12 | 38 | 15 | 23 |
Profitability (%) | 64.2857 | 57.1429 | 71.4286 | 54.7619 | 64.2857 | 45.2381 |
Ratio Avg Win / Avg Loss | 0.123 | 0.5652 | 0.0578 | 0.8234 | 2.7605 | 0.6407 |
Largest Winning Trade | 32991 | 27068 | 32991 | 1128135 | 890648 | 1128135 |
Largest Losing Trade | -1371778 | -58916 | -1371778 | -1736896 | -96619 | -1736896 |
Avg Bars in Trades | 85 | 93 | 77 | 85 | 93 | 77 |
Avg Bars in Winners | 44 | 42 | 46 | 98 | 105 | 88 |
Avg Bars in Losers | 159 | 162 | 155 | 70 | 72 | 68 |
Bars Traded | 7210 | 3940 | 3270 | 7210 | 3940 | 3270 |
Profit Streak | 60.1656 | 81.4156 | 60.1656 | 60.1656 | 81.4156 | 60.1656 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576856 | -578441 | -576563 | -578368 | 567724 | -581193 |
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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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