Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2354598.9329 | -4626.7301 | -2349972.2028 | -1873038.6145 | -25541957.4243 | 23668918.8098 |
Total P&L (%) | -2354.5989 | -4.6267 | -2349.9722 | -1873.0386 | -25541.9574 | 23668.9188 |
Avg Daily Profit (%) | -1.2595 | -0.0025 | -1.257 | 0 | 0 | 0.2931 |
Buy And Hold Return (%) | 8168.9082 | 8168.9082 | 8168.9082 | 8168.9082 | 8168.9082 | 8168.9082 |
Max Trade Drawdown | -2406675 | -127111 | -2383272 | -30387564 | -26528386 | -10056919 |
Profit Factor | 0.1538 | 0.9794 | 0.0813 | 0.9624 | 0.2328 | 2.4292 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 69 | 34 | 35 | 50 | 21 | 29 |
Losing Trades | 25 | 13 | 12 | 44 | 26 | 18 |
Profitability (%) | 73.4043 | 72.3404 | 74.4681 | 53.1915 | 44.6809 | 61.7021 |
Ratio Avg Win / Avg Loss | 0.0557 | 0.3745 | 0.0279 | 0.8469 | 0.2882 | 1.5078 |
Largest Winning Trade | 26577 | 26577 | 16877 | 27692823 | 2039504 | 27692823 |
Largest Losing Trade | -1636583 | -62421 | -1636583 | -11775602 | -11775602 | -7032601 |
Avg Bars in Trades | 36 | 34 | 38 | 36 | 34 | 38 |
Avg Bars in Winners | 13 | 15 | 11 | 30 | 29 | 32 |
Avg Bars in Losers | 100 | 84 | 117 | 43 | 39 | 48 |
Bars Traded | 3442 | 1643 | 1799 | 3442 | 1643 | 1799 |
Profit Streak | 51.8453 | 75.8453 | 0 | 0 | 0 | 103.3453 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576652 | -577243 | -577525 | -580113 | -582765 | 447060 |
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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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