Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1966622.0206 | -158723.9433 | -1807898.0772 | -90076.9476 | 3016861.3957 | -3106938.3433 |
Total P&L (%) | -1966.622 | -158.7239 | -1807.8981 | -90.0769 | 3016.8614 | -3106.9383 |
Avg Daily Profit (%) | -1.0451 | -0.0844 | -0.9608 | -0.1227 | 0.183 | 0 |
Buy And Hold Return (%) | 584.9315 | 584.9315 | 584.9315 | 584.9315 | 584.9315 | 584.9315 |
Max Trade Drawdown | -2093291 | -235858 | -1886947 | -2546130 | -194043 | -3453044 |
Profit Factor | 0.1776 | 0.5609 | 0.1094 | 0.984 | 6.8961 | 0.3916 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 65 | 28 | 37 | 53 | 31 | 22 |
Losing Trades | 26 | 17 | 9 | 38 | 14 | 24 |
Profitability (%) | 71.4286 | 62.2222 | 80.4348 | 58.2418 | 68.8889 | 47.8261 |
Ratio Avg Win / Avg Loss | 0.0711 | 0.3405 | 0.0266 | 0.7055 | 3.1144 | 0.4272 |
Largest Winning Trade | 18027 | 18027 | 12745 | 1464270 | 1054870 | 1464270 |
Largest Losing Trade | -1149387 | -60507 | -1149387 | -2213804 | -194043 | -2213804 |
Avg Bars in Trades | 58 | 70 | 47 | 58 | 70 | 47 |
Avg Bars in Winners | 17 | 18 | 17 | 75 | 85 | 61 |
Avg Bars in Losers | 161 | 156 | 172 | 35 | 38 | 34 |
Bars Traded | 5364 | 3178 | 2186 | 5364 | 3178 | 2186 |
Profit Streak | 90.2298 | 90.2298 | 132.2298 | 90.2298 | 90.2298 | 132.2298 |
Trades During Streak | 9 | 4 | 6 | 9 | 4 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575862 | -577723 | -575323 | -577849 | 687970 | -580100 |
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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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