Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2245212.7608 | 13178.0609 | -2258390.8217 | -2360031.0441 | -21955836.2625 | 19595805.2184 |
Total P&L (%) | -2245.2128 | 13.1781 | -2258.3908 | -2360.031 | -21955.8363 | 19595.8052 |
Avg Daily Profit (%) | -1.2084 | 0.0071 | -1.2155 | 0 | 0 | 0.2847 |
Buy And Hold Return (%) | 7424.2217 | 7424.2217 | 7424.2217 | 7424.2217 | 7424.2217 | 7424.2217 |
Max Trade Drawdown | -2333771 | -135733 | -2299731 | -32853103 | -25555915 | -12168687 |
Profit Factor | 0.1702 | 1.0605 | 0.0923 | 0.9521 | 0.2672 | 2.0134 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 55 | 27 | 28 | 40 | 17 | 23 |
Losing Trades | 21 | 11 | 10 | 36 | 21 | 15 |
Profitability (%) | 72.3684 | 71.0526 | 73.6842 | 52.6316 | 44.7368 | 60.5263 |
Ratio Avg Win / Avg Loss | 0.065 | 0.4321 | 0.033 | 0.8569 | 0.33 | 1.3131 |
Largest Winning Trade | 35608 | 35608 | 18441 | 21108613 | 3865158 | 21108613 |
Largest Losing Trade | -1538251 | -59963 | -1538251 | -11137564 | -11137564 | -9481682 |
Avg Bars in Trades | 91 | 88 | 93 | 91 | 88 | 93 |
Avg Bars in Winners | 36 | 42 | 31 | 69 | 58 | 77 |
Avg Bars in Losers | 233 | 201 | 268 | 115 | 112 | 119 |
Bars Traded | 6928 | 3364 | 3564 | 6928 | 3364 | 3564 |
Profit Streak | 40.3665 | 70.8665 | 0 | 0 | 0 | 69.3665 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -630829 | -501037 | -577694 | -634214 | -582811 | 359326 |
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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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