Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1878821.6142 | -110925.5993 | -1767896.0149 | -41228.1643 | 3558605.5211 | -3599833.6854 |
Total P&L (%) | -1878.8216 | -110.9256 | -1767.896 | -41.2282 | 3558.6055 | -3599.8337 |
Avg Daily Profit (%) | -0.9974 | -0.0589 | -0.9385 | -0.0282 | 0.1913 | 0 |
Buy And Hold Return (%) | 246.752 | 246.752 | 246.752 | 246.752 | 246.752 | 246.752 |
Max Trade Drawdown | -1992422 | -174818 | -1817604 | -4276538 | -772681 | -5863044 |
Profit Factor | 0.2048 | 0.6258 | 0.1445 | 0.9958 | 3.6057 | 0.5693 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 40 | 17 | 23 | 30 | 18 | 12 |
Losing Trades | 23 | 14 | 9 | 33 | 13 | 20 |
Profitability (%) | 63.4921 | 54.8387 | 71.875 | 47.619 | 58.0645 | 37.5 |
Ratio Avg Win / Avg Loss | 0.1178 | 0.5153 | 0.0565 | 1.0953 | 2.6041 | 0.9489 |
Largest Winning Trade | 38451 | 32356 | 38451 | 1510239 | 1478796 | 1510239 |
Largest Losing Trade | -1198911 | -57449 | -1198911 | -3102963 | -772681 | -3102963 |
Avg Bars in Trades | 84 | 78 | 90 | 84 | 78 | 90 |
Avg Bars in Winners | 46 | 27 | 59 | 96 | 94 | 99 |
Avg Bars in Losers | 152 | 139 | 171 | 74 | 56 | 85 |
Bars Traded | 5339 | 2428 | 2911 | 5339 | 2428 | 2911 |
Profit Streak | 68.9385 | 95.9385 | 68.9385 | 68.9385 | 95.9385 | 68.9385 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -728492 | -578832 | -576595 | -729500 | 615575 | -584291 |
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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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