Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2282552.8397 | -31624.1506 | -2250928.6891 | -1244637.9021 | -23621474.1538 | 22376836.2518 |
Total P&L (%) | -2282.5528 | -31.6242 | -2250.9287 | -1244.6379 | -23621.4742 | 22376.8363 |
Avg Daily Profit (%) | -1.2237 | -0.017 | -1.2068 | 0 | 0 | 0.2907 |
Buy And Hold Return (%) | 10214.7474 | 10214.7474 | 10214.7474 | 10214.7474 | 10214.7474 | 10214.7474 |
Max Trade Drawdown | -2353031 | -164424 | -2290432 | -28214993 | -24817048 | -5329264 |
Profit Factor | 0.141 | 0.855 | 0.0771 | 0.9678 | 0.1396 | 2.9947 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 58 | 28 | 30 | 39 | 18 | 21 |
Losing Trades | 22 | 12 | 10 | 41 | 22 | 19 |
Profitability (%) | 72.5 | 70 | 75 | 48.75 | 45 | 52.5 |
Ratio Avg Win / Avg Loss | 0.0535 | 0.3664 | 0.0257 | 1.0174 | 0.1706 | 2.7095 |
Largest Winning Trade | 29680 | 29680 | 17815 | 25890901 | 1632120 | 25890901 |
Largest Losing Trade | -1493189 | -60914 | -1493189 | -12385384 | -12385384 | -3580106 |
Avg Bars in Trades | 84 | 81 | 88 | 84 | 81 | 88 |
Avg Bars in Winners | 30 | 36 | 24 | 69 | 60 | 76 |
Avg Bars in Losers | 227 | 186 | 277 | 99 | 98 | 100 |
Bars Traded | 6787 | 3267 | 3520 | 6787 | 3267 | 3520 |
Profit Streak | 0 | 0 | 106.6409 | 99.1409 | 100.6409 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -601361 | -578157 | -576947 | -602814 | -582133 | 333626 |
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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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