Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2192149.4825 | 28786.7183 | -2220936.2007 | -5591571.4278 | -30954978.6335 | 25363407.2057 |
Total P&L (%) | -2192.1495 | 28.7867 | -2220.9362 | -5591.5714 | -30954.9786 | 25363.4072 |
Avg Daily Profit (%) | -1.1814 | 0.0155 | -1.1969 | 0 | 0 | 0.299 |
Buy And Hold Return (%) | 8401.5494 | 8401.5494 | 8401.5494 | 8401.5494 | 8401.5494 | 8401.5494 |
Max Trade Drawdown | -2333924 | -144344 | -2279266 | -37953684 | -32254483 | -11295993 |
Profit Factor | 0.1706 | 1.1378 | 0.0876 | 0.9037 | 0.1515 | 2.1751 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 71 | 37 | 34 | 36 | 14 | 22 |
Losing Trades | 17 | 7 | 10 | 52 | 30 | 22 |
Profitability (%) | 80.6818 | 84.0909 | 77.2727 | 40.9091 | 31.8182 | 50 |
Ratio Avg Win / Avg Loss | 0.0408 | 0.2153 | 0.0258 | 1.3053 | 0.3246 | 2.1751 |
Largest Winning Trade | 19880 | 19880 | 19053 | 35186426 | 2319438 | 35186426 |
Largest Losing Trade | -1582175 | -60736 | -1582175 | -13036057 | -13036057 | -9871775 |
Avg Bars in Trades | 78 | 74 | 81 | 78 | 74 | 81 |
Avg Bars in Winners | 31 | 36 | 26 | 67 | 52 | 76 |
Avg Bars in Losers | 272 | 272 | 271 | 85 | 84 | 86 |
Bars Traded | 6868 | 3267 | 3601 | 6868 | 3267 | 3601 |
Profit Streak | 92.5596 | 143.3096 | 92.5596 | 0 | 0 | 0 |
Trades During Streak | 5 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574866 | -402810 | -576224 | -582411 | -587790 | 359504 |
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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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