Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2238981.7056 | 20269.4763 | -2259251.1819 | -3963905.8248 | -20263910.8753 | 16300005.0505 |
Total P&L (%) | -2238.9817 | 20.2695 | -2259.2512 | -3963.9058 | -20263.9109 | 16300.0051 |
Avg Daily Profit (%) | -1.2002 | 0.0109 | -1.2111 | 0 | 0 | 0.2738 |
Buy And Hold Return (%) | 5961.3986 | 5961.3986 | 5961.3986 | 5961.3986 | 5961.3986 | 5961.3986 |
Max Trade Drawdown | -2295334 | -120217 | -2301379 | -34932084 | -23699176 | -18423669 |
Profit Factor | 0.1817 | 1.0925 | 0.1024 | 0.929 | 0.3079 | 1.6143 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 49 | 23 | 26 | 36 | 15 | 21 |
Losing Trades | 24 | 14 | 10 | 37 | 22 | 15 |
Profitability (%) | 67.1233 | 62.1622 | 72.2222 | 49.3151 | 40.5405 | 58.3333 |
Ratio Avg Win / Avg Loss | 0.089 | 0.665 | 0.0394 | 0.9548 | 0.4516 | 1.153 |
Largest Winning Trade | 43198 | 43198 | 27755 | 18536851 | 2768126 | 18536851 |
Largest Losing Trade | -1531273 | -59553 | -1531273 | -15185283 | -10048917 | -15185283 |
Avg Bars in Trades | 295 | 294 | 296 | 295 | 294 | 296 |
Avg Bars in Winners | 116 | 133 | 101 | 232 | 201 | 254 |
Avg Bars in Losers | 660 | 557 | 804 | 357 | 357 | 356 |
Bars Traded | 21569 | 10880 | 10689 | 21569 | 10880 | 10689 |
Profit Streak | 48.2891 | 79.3724 | 0 | 0 | 0 | 76.8724 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -653996 | -462024 | -577899 | -657321 | -584451 | 320452 |
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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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