Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1900401.6478 | -178884.8534 | -1721516.7944 | -93329.6779 | 2493291.6486 | -2586621.3265 |
Total P&L (%) | -1900.4016 | -178.8849 | -1721.5168 | -93.3297 | 2493.2916 | -2586.6213 |
Avg Daily Profit (%) | -1.0132 | -0.0954 | -0.9178 | -0.1442 | 0.1737 | 0 |
Buy And Hold Return (%) | 690.3846 | 690.3846 | 690.3846 | 690.3846 | 690.3846 | 690.3846 |
Max Trade Drawdown | -2037247 | -276769 | -1796593 | -2858542 | -375078 | -2839806 |
Profit Factor | 0.1708 | 0.5031 | 0.1088 | 0.9817 | 6.7515 | 0.4445 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 59 | 24 | 35 | 53 | 30 | 23 |
Losing Trades | 26 | 18 | 8 | 32 | 12 | 20 |
Profitability (%) | 69.4118 | 57.1429 | 81.3953 | 62.3529 | 71.4286 | 53.4884 |
Ratio Avg Win / Avg Loss | 0.0753 | 0.3773 | 0.0249 | 0.5927 | 2.7006 | 0.3865 |
Largest Winning Trade | 20594 | 20594 | 14241 | 1692099 | 1189196 | 1692099 |
Largest Losing Trade | -977159 | -56893 | -977159 | -2193594 | -375078 | -2193594 |
Avg Bars in Trades | 62 | 74 | 50 | 62 | 74 | 50 |
Avg Bars in Winners | 21 | 23 | 20 | 73 | 84 | 59 |
Avg Bars in Losers | 155 | 143 | 184 | 44 | 51 | 40 |
Bars Traded | 5326 | 3139 | 2187 | 5326 | 3139 | 2187 |
Profit Streak | 24.8677 | 0 | 283.5344 | 24.8677 | 0 | 342.8677 |
Trades During Streak | 1 | 0 | 11 | 1 | 0 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577213 | -579808 | -575185 | -578128 | 597414 | -578761 |
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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) |
---|