Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2072105.6079 | 31428.9266 | -2103534.5346 | -1923872.5468 | -26082737.6191 | 24158865.0724 |
Total P&L (%) | -2072.1056 | 31.4289 | -2103.5345 | -1923.8725 | -26082.7376 | 24158.8651 |
Avg Daily Profit (%) | -1.1067 | 0.0168 | -1.1235 | 0 | 0 | 0.2937 |
Buy And Hold Return (%) | 9302.0826 | 9302.0826 | 9302.0826 | 9302.0826 | 9302.0826 | 9302.0826 |
Max Trade Drawdown | -2188143 | -149276 | -2144328 | -29907861 | -26591569 | -8747387 |
Profit Factor | 0.1852 | 1.1383 | 0.0916 | 0.9583 | 0.1562 | 2.5919 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 70 | 36 | 34 | 38 | 15 | 23 |
Losing Trades | 19 | 8 | 11 | 51 | 29 | 22 |
Profitability (%) | 78.6517 | 81.8182 | 75.5556 | 42.6966 | 34.0909 | 51.1111 |
Ratio Avg Win / Avg Loss | 0.0503 | 0.253 | 0.0296 | 1.2861 | 0.3019 | 2.4792 |
Largest Winning Trade | 55310 | 55310 | 18834 | 29386218 | 1265374 | 29386218 |
Largest Losing Trade | -1384191 | -58537 | -1384191 | -11884840 | -11884840 | -6765536 |
Avg Bars in Trades | 59 | 57 | 61 | 59 | 57 | 61 |
Avg Bars in Winners | 20 | 25 | 16 | 54 | 42 | 62 |
Avg Bars in Losers | 203 | 204 | 202 | 63 | 65 | 60 |
Bars Traded | 5321 | 2548 | 2773 | 5321 | 2548 | 2773 |
Profit Streak | 0 | 159.7828 | 0 | 50.1161 | 0 | 51.7828 |
Trades During Streak | 0 | 5 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576548 | -400728 | -577399 | -581149 | -586906 | 399087 |
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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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