Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2496004.79 | -227959.3703 | -2268045.4197 | -19625.6555 | 4413416.5688 | -4433042.2242 |
Total P&L (%) | -2496.0048 | -227.9594 | -2268.0454 | -19.6257 | 4413.4166 | -4433.0422 |
Avg Daily Profit (%) | -1.3231 | -0.1208 | -1.2023 | -0.0116 | 0.2021 | 0 |
Buy And Hold Return (%) | 597.4289 | 597.4289 | 597.4289 | 597.4289 | 597.4289 | 597.4289 |
Max Trade Drawdown | -2563807 | -274273 | -2291110 | -4192092 | -306007 | -6731975 |
Profit Factor | 0.1325 | 0.3816 | 0.0959 | 0.9979 | 5.6881 | 0.4749 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 54 | 23 | 31 | 40 | 25 | 15 |
Losing Trades | 29 | 18 | 11 | 43 | 16 | 27 |
Profitability (%) | 65.0602 | 56.0976 | 73.8095 | 48.1928 | 60.9756 | 35.7143 |
Ratio Avg Win / Avg Loss | 0.0712 | 0.2987 | 0.034 | 1.0728 | 3.6404 | 0.8547 |
Largest Winning Trade | 36492 | 23465 | 36492 | 1863197 | 1863197 | 1790498 |
Largest Losing Trade | -1423903 | -66281 | -1423903 | -3413483 | -225821 | -3413483 |
Avg Bars in Trades | 43 | 41 | 45 | 43 | 41 | 45 |
Avg Bars in Winners | 22 | 16 | 26 | 47 | 51 | 40 |
Avg Bars in Losers | 82 | 72 | 98 | 39 | 25 | 47 |
Bars Traded | 3586 | 1686 | 1900 | 3586 | 1686 | 1900 |
Profit Streak | 37.6049 | 37.6049 | 74.1049 | 37.6049 | 37.6049 | 74.1049 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578392 | -579406 | -576225 | -579658 | 660924 | -584867 |
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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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