Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2271803.6011 | -7723.5356 | -2264080.0655 | -2504547.9979 | -19189254.4574 | 16684706.4594 |
Total P&L (%) | -2271.8036 | -7.7235 | -2264.0801 | -2504.548 | -19189.2545 | 16684.7065 |
Avg Daily Profit (%) | -1.2161 | -0.0041 | -1.2119 | 0 | 0 | 0.2746 |
Buy And Hold Return (%) | 6166.6253 | 6166.6253 | 6166.6253 | 6166.6253 | 6166.6253 | 6166.6253 |
Max Trade Drawdown | -2333492 | -135833 | -2291690 | -29609076 | -20327822 | -12832260 |
Profit Factor | 0.1593 | 0.9635 | 0.091 | 0.9436 | 0.2066 | 1.826 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 51 | 24 | 27 | 36 | 15 | 21 |
Losing Trades | 23 | 13 | 10 | 38 | 22 | 16 |
Profitability (%) | 68.9189 | 64.8649 | 72.973 | 48.6486 | 40.5405 | 56.7568 |
Ratio Avg Win / Avg Loss | 0.0718 | 0.5219 | 0.0337 | 0.996 | 0.3031 | 1.3913 |
Largest Winning Trade | 30298 | 30298 | 27666 | 19987402 | 1307173 | 19987402 |
Largest Losing Trade | -1455051 | -61808 | -1455051 | -11054893 | -9958570 | -11054893 |
Avg Bars in Trades | 140 | 136 | 144 | 140 | 136 | 144 |
Avg Bars in Winners | 56 | 63 | 49 | 115 | 100 | 126 |
Avg Bars in Losers | 327 | 271 | 401 | 163 | 160 | 168 |
Bars Traded | 10395 | 5044 | 5351 | 10395 | 5044 | 5351 |
Profit Streak | 50.3279 | 80.9945 | 0 | 0 | 0 | 76.4945 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -646260 | -577478 | -577794 | -650081 | -584451 | 327427 |
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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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