Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2918148.1085 | -67495.9537 | -2850652.1547 | -93011.2477 | 32277316.6924 | -32370327.9401 |
Total P&L (%) | -2918.1481 | -67.496 | -2850.6522 | -93.0112 | 32277.3167 | -32370.3279 |
Avg Daily Profit (%) | -1.428 | -0.033 | -1.395 | -0.1301 | 0.2833 | 0 |
Buy And Hold Return (%) | 3133.472 | 3133.472 | 3133.472 | 3133.472 | 3133.472 | 3133.472 |
Max Trade Drawdown | -3005945 | -139960 | -2922919 | -59623505 | -21546454 | -43685501 |
Profit Factor | 0.1828 | 0.8274 | 0.1036 | 0.9986 | 2.4316 | 0.2782 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 74 | 36 | 38 | 60 | 31 | 29 |
Losing Trades | 25 | 13 | 12 | 39 | 18 | 21 |
Profitability (%) | 74.7475 | 73.4694 | 76 | 60.6061 | 63.2653 | 58 |
Ratio Avg Win / Avg Loss | 0.0618 | 0.2988 | 0.0327 | 0.6491 | 1.4119 | 0.2015 |
Largest Winning Trade | 27678 | 27243 | 27678 | 35812719 | 35812719 | 8389165 |
Largest Losing Trade | -1526809 | -79590 | -1526809 | -22275186 | -7505694 | -22275186 |
Avg Bars in Trades | 39 | 42 | 35 | 39 | 42 | 35 |
Avg Bars in Winners | 13 | 14 | 11 | 25 | 30 | 20 |
Avg Bars in Losers | 117 | 119 | 114 | 59 | 63 | 57 |
Bars Traded | 3893 | 2096 | 1797 | 3893 | 2096 | 1797 |
Profit Streak | 279.3204 | 399.3204 | 279.3204 | 279.3204 | 399.3204 | 279.3204 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576059 | -576280 | -756874 | -578170 | 556070 | -759207 |
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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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