Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2668474.0739 | -89218.949 | -2579255.1249 | -521050.9703 | -22281642.1791 | 21760591.2089 |
Total P&L (%) | -2668.4741 | -89.2189 | -2579.2551 | -521.051 | -22281.6422 | 21760.5912 |
Avg Daily Profit (%) | -1.4272 | -0.0477 | -1.3795 | 0 | 0 | 0.2885 |
Buy And Hold Return (%) | 8023.8217 | 8023.8217 | 8023.8217 | 8023.8217 | 8023.8217 | 8023.8217 |
Max Trade Drawdown | -2726578 | -184681 | -2613342 | -25559916 | -22881024 | -4576385 |
Profit Factor | 0.1053 | 0.6501 | 0.0543 | 0.9848 | 0.1378 | 3.5846 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 68 | 36 | 32 | 43 | 20 | 23 |
Losing Trades | 26 | 11 | 15 | 51 | 27 | 24 |
Profitability (%) | 72.3404 | 76.5957 | 68.0851 | 45.7447 | 42.5532 | 48.9362 |
Ratio Avg Win / Avg Loss | 0.0403 | 0.1987 | 0.0255 | 1.168 | 0.1861 | 3.7404 |
Largest Winning Trade | 15358 | 15358 | 13876 | 26518188 | 1533627 | 26518188 |
Largest Losing Trade | -1764690 | -64002 | -1764690 | -12095577 | -12095577 | -2906859 |
Avg Bars in Trades | 73 | 69 | 77 | 73 | 69 | 77 |
Avg Bars in Winners | 21 | 24 | 18 | 62 | 52 | 71 |
Avg Bars in Losers | 209 | 217 | 203 | 82 | 82 | 82 |
Bars Traded | 6897 | 3274 | 3623 | 6897 | 3274 | 3623 |
Profit Streak | 52.5708 | 75.8208 | 52.5708 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575943 | -576284 | -577789 | -580515 | -583592 | 426665 |
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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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