Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2449930.6222 | -20574.9653 | -2429355.6569 | -2030723.936 | -17051745.5202 | 15021021.5842 |
Total P&L (%) | -2449.9306 | -20.575 | -2429.3557 | -2030.7239 | -17051.7455 | 15021.0216 |
Avg Daily Profit (%) | -1.3198 | -0.0111 | -1.3087 | 0 | 0 | 0.2707 |
Buy And Hold Return (%) | 5695.9937 | 5695.9937 | 5695.9937 | 5695.9937 | 5695.9937 | 5695.9937 |
Max Trade Drawdown | -2530562 | -131933 | -2472091 | -26626120 | -20197730 | -11240043 |
Profit Factor | 0.1535 | 0.9142 | 0.0848 | 0.9505 | 0.2866 | 1.8765 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 63 | 30 | 33 | 40 | 17 | 23 |
Losing Trades | 24 | 14 | 10 | 47 | 27 | 20 |
Profitability (%) | 72.4138 | 68.1818 | 76.7442 | 45.977 | 38.6364 | 53.4884 |
Ratio Avg Win / Avg Loss | 0.0585 | 0.4266 | 0.0257 | 1.1169 | 0.4552 | 1.6317 |
Largest Winning Trade | 23604 | 23604 | 15651 | 17019383 | 3160217 | 17019383 |
Largest Losing Trade | -1663196 | -60690 | -1663196 | -9289261 | -9084658 | -9289261 |
Avg Bars in Trades | 123 | 123 | 124 | 123 | 123 | 124 |
Avg Bars in Winners | 48 | 57 | 40 | 106 | 94 | 115 |
Avg Bars in Losers | 321 | 264 | 402 | 138 | 141 | 134 |
Bars Traded | 10787 | 5439 | 5348 | 10787 | 5439 | 5348 |
Profit Streak | 38.925 | 71.5917 | 0 | 0 | 0 | 67.7584 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576815 | -576986 | -577260 | -580443 | -585138 | 353949 |
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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) |
---|