Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2478988.9819 | 5979.8926 | -2484968.8745 | -5764431.7193 | -22176884.2838 | 16412452.5645 |
Total P&L (%) | -2478.989 | 5.9799 | -2484.9689 | -5764.4317 | -22176.8843 | 16412.4526 |
Avg Daily Profit (%) | -1.3348 | 0.0032 | -1.338 | 0 | 0 | 0.2754 |
Buy And Hold Return (%) | 5611.395 | 5611.395 | 5611.395 | 5611.395 | 5611.395 | 5611.395 |
Max Trade Drawdown | -2556336 | -128861 | -2524731 | -36851381 | -28137820 | -14647556 |
Profit Factor | 0.1687 | 1.0251 | 0.0945 | 0.9005 | 0.3317 | 1.6625 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 62 | 29 | 33 | 39 | 16 | 23 |
Losing Trades | 27 | 16 | 11 | 50 | 29 | 21 |
Profitability (%) | 69.6629 | 64.4444 | 75 | 43.8202 | 35.5556 | 52.2727 |
Ratio Avg Win / Avg Loss | 0.0735 | 0.5656 | 0.0315 | 1.1545 | 0.6013 | 1.5179 |
Largest Winning Trade | 25936 | 25936 | 25722 | 16056193 | 4096324 | 16056193 |
Largest Losing Trade | -1674806 | -61160 | -1674806 | -11829938 | -11724478 | -11829938 |
Avg Bars in Trades | 242 | 240 | 244 | 242 | 240 | 244 |
Avg Bars in Winners | 96 | 108 | 86 | 199 | 157 | 228 |
Avg Bars in Losers | 576 | 480 | 717 | 276 | 286 | 261 |
Bars Traded | 21571 | 10823 | 10748 | 21571 | 10823 | 10748 |
Profit Streak | 40.4353 | 149.6853 | 0 | 0 | 0 | 66.102 |
Trades During Streak | 1 | 5 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577165 | -545491 | -577478 | -581277 | -586329 | 344321 |
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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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