Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2357098.2069 | 22295.3574 | -2379393.5643 | -3820242.3343 | -29474302.2657 | 25654059.9314 |
Total P&L (%) | -2357.0982 | 22.2954 | -2379.3936 | -3820.2423 | -29474.3023 | 25654.0599 |
Avg Daily Profit (%) | -1.2612 | 0.0119 | -1.2731 | 0 | 0 | 0.2975 |
Buy And Hold Return (%) | 7128.5799 | 7128.5799 | 7128.5799 | 7128.5799 | 7128.5799 | 7128.5799 |
Max Trade Drawdown | -2470938 | -162562 | -2439340 | -38959334 | -31782834 | -9388877 |
Profit Factor | 0.1659 | 1.099 | 0.0851 | 0.9312 | 0.1933 | 2.3486 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 66 | 34 | 32 | 39 | 17 | 22 |
Losing Trades | 22 | 10 | 12 | 49 | 27 | 22 |
Profitability (%) | 75 | 77.2727 | 72.7273 | 44.3182 | 38.6364 | 50 |
Ratio Avg Win / Avg Loss | 0.0553 | 0.3232 | 0.0319 | 1.17 | 0.307 | 2.3486 |
Largest Winning Trade | 52424 | 27929 | 52424 | 32531092 | 3082898 | 32531092 |
Largest Losing Trade | -1672025 | -62059 | -1672025 | -15322714 | -15322714 | -7219805 |
Avg Bars in Trades | 40 | 36 | 43 | 40 | 36 | 43 |
Avg Bars in Winners | 16 | 16 | 15 | 37 | 30 | 42 |
Avg Bars in Losers | 111 | 103 | 118 | 42 | 39 | 44 |
Bars Traded | 3524 | 1603 | 1921 | 3524 | 1603 | 1921 |
Profit Streak | 51.3148 | 158.3148 | 51.3148 | 0 | 0 | 0 |
Trades During Streak | 3 | 4 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575611 | -450948 | -577209 | -581085 | -585138 | 389638 |
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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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