Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2393828.5748 | -12064.7399 | -2381763.835 | -1950277.3981 | -25409158.8275 | 23458881.4294 |
Total P&L (%) | -2393.8286 | -12.0647 | -2381.7638 | -1950.2774 | -25409.1588 | 23458.8814 |
Avg Daily Profit (%) | -1.2882 | -0.0065 | -1.2817 | 0 | 0 | 0.2944 |
Buy And Hold Return (%) | 7996.4674 | 7996.4674 | 7996.4674 | 7996.4674 | 7996.4674 | 7996.4674 |
Max Trade Drawdown | -2468119 | -147144 | -2422323 | -32595696 | -27901568 | -8766172 |
Profit Factor | 0.154 | 0.946 | 0.0862 | 0.9598 | 0.2203 | 2.4688 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 74 | 36 | 38 | 49 | 23 | 26 |
Losing Trades | 24 | 13 | 11 | 49 | 26 | 23 |
Profitability (%) | 75.5102 | 73.4694 | 77.551 | 50 | 46.9388 | 53.0612 |
Ratio Avg Win / Avg Loss | 0.0499 | 0.3416 | 0.0249 | 0.9598 | 0.2491 | 2.1839 |
Largest Winning Trade | 27942 | 27942 | 21161 | 27562016 | 3142495 | 27562016 |
Largest Losing Trade | -1618259 | -62591 | -1618259 | -13459193 | -13459193 | -6286882 |
Avg Bars in Trades | 70 | 66 | 73 | 70 | 66 | 73 |
Avg Bars in Winners | 24 | 28 | 20 | 62 | 58 | 65 |
Avg Bars in Losers | 212 | 174 | 257 | 78 | 73 | 83 |
Bars Traded | 6888 | 3274 | 3614 | 6888 | 3274 | 3614 |
Profit Streak | 40.6908 | 64.6908 | 0 | 0 | 0 | 92.1908 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576383 | -577080 | -577110 | -580516 | -581872 | 411523 |
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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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