Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2328047.5976 | -43098.2107 | -2284949.3869 | -851910.5918 | -21118532.7611 | 20266622.1693 |
Total P&L (%) | -2328.0476 | -43.0982 | -2284.9494 | -851.9106 | -21118.5328 | 20266.6222 |
Avg Daily Profit (%) | -1.2448 | -0.023 | -1.2217 | 0 | 0 | 0.2847 |
Buy And Hold Return (%) | 8152.3508 | 8152.3508 | 8152.3508 | 8152.3508 | 8152.3508 | 8152.3508 |
Max Trade Drawdown | -2392550 | -171919 | -2322004 | -24859090 | -22311583 | -3730101 |
Profit Factor | 0.1363 | 0.8133 | 0.0729 | 0.9745 | 0.1435 | 3.331 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 56 | 27 | 29 | 31 | 14 | 17 |
Losing Trades | 22 | 12 | 10 | 47 | 25 | 22 |
Profitability (%) | 71.7949 | 69.2308 | 74.359 | 39.7436 | 35.8974 | 43.5897 |
Ratio Avg Win / Avg Loss | 0.0536 | 0.3615 | 0.0251 | 1.4774 | 0.2562 | 4.3107 |
Largest Winning Trade | 36428 | 36428 | 22056 | 23409970 | 1475726 | 23409970 |
Largest Losing Trade | -1493189 | -63176 | -1493189 | -11521852 | -11521852 | -2243771 |
Avg Bars in Trades | 87 | 84 | 89 | 87 | 84 | 89 |
Avg Bars in Winners | 31 | 38 | 25 | 86 | 78 | 93 |
Avg Bars in Losers | 227 | 186 | 276 | 87 | 87 | 86 |
Bars Traded | 6787 | 3287 | 3499 | 6787 | 3287 | 3499 |
Profit Streak | 0 | 0 | 111.5959 | 104.3459 | 105.3459 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -616452 | -578264 | -577037 | -621316 | -585680 | 324321 |
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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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