Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2359621.1412 | -8327.6423 | -2351293.4989 | -1819521.2943 | -22782337.5701 | 20962816.2758 |
Total P&L (%) | -2359.6211 | -8.3276 | -2351.2935 | -1819.5213 | -22782.3376 | 20962.8163 |
Avg Daily Profit (%) | -1.2615 | -0.0045 | -1.257 | 0 | 0 | 0.2864 |
Buy And Hold Return (%) | 8428.5553 | 8428.5553 | 8428.5553 | 8428.5553 | 8428.5553 | 8428.5553 |
Max Trade Drawdown | -2431803 | -130750 | -2392201 | -27213900 | -23769314 | -8731764 |
Profit Factor | 0.1513 | 0.963 | 0.0799 | 0.9589 | 0.2249 | 2.4108 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 71 | 35 | 36 | 50 | 22 | 28 |
Losing Trades | 23 | 12 | 11 | 44 | 25 | 19 |
Profitability (%) | 75.5319 | 74.4681 | 76.5957 | 53.1915 | 46.8085 | 59.5745 |
Ratio Avg Win / Avg Loss | 0.049 | 0.3302 | 0.0244 | 0.8438 | 0.2555 | 1.6359 |
Largest Winning Trade | 26577 | 26577 | 14010 | 24896889 | 1833591 | 24896889 |
Largest Losing Trade | -1636583 | -62059 | -1636583 | -10586708 | -10586708 | -6182821 |
Avg Bars in Trades | 36 | 34 | 38 | 36 | 34 | 38 |
Avg Bars in Winners | 13 | 15 | 10 | 31 | 28 | 33 |
Avg Bars in Losers | 109 | 91 | 128 | 42 | 40 | 45 |
Bars Traded | 3443 | 1640 | 1803 | 3443 | 1640 | 1803 |
Profit Streak | 52.9951 | 76.9951 | 0 | 0 | 0 | 104.4951 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576376 | -576967 | -577249 | -580113 | -581938 | 418009 |
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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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