Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2841658.6593 | -53882.1751 | -2787776.4842 | -99707.0519 | 15553437.7131 | -15653144.7649 |
Total P&L (%) | -2841.6587 | -53.8822 | -2787.7765 | -99.7071 | 15553.4377 | -15653.1448 |
Avg Daily Profit (%) | -1.3906 | -0.0264 | -1.3642 | -0.285 | 0.2476 | 0 |
Buy And Hold Return (%) | 2864.8156 | 2864.8156 | 2864.8156 | 2864.8156 | 2864.8156 | 2864.8156 |
Max Trade Drawdown | -2915023 | -125446 | -2836373 | -27431268 | -8203484 | -24048929 |
Profit Factor | 0.1731 | 0.8436 | 0.0984 | 0.997 | 2.6553 | 0.3584 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 64 | 32 | 32 | 52 | 29 | 23 |
Losing Trades | 23 | 11 | 12 | 35 | 14 | 21 |
Profitability (%) | 73.5632 | 74.4186 | 72.7273 | 59.7701 | 67.4419 | 52.2727 |
Ratio Avg Win / Avg Loss | 0.0622 | 0.29 | 0.0369 | 0.6711 | 1.2819 | 0.3272 |
Largest Winning Trade | 22356 | 21488 | 22356 | 17590599 | 17590599 | 6642029 |
Largest Losing Trade | -1526809 | -76169 | -1526809 | -11757296 | -3856445 | -11757296 |
Avg Bars in Trades | 43 | 45 | 40 | 43 | 45 | 40 |
Avg Bars in Winners | 16 | 16 | 16 | 30 | 35 | 24 |
Avg Bars in Losers | 117 | 131 | 105 | 62 | 67 | 58 |
Bars Traded | 3755 | 1959 | 1797 | 3755 | 1959 | 1797 |
Profit Streak | 286.2564 | 410.2564 | 286.2564 | 286.2564 | 410.2564 | 286.2564 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576244 | -576184 | -577185 | -578310 | 541437 | -579836 |
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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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