Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2296730.9166 | -44430.6069 | -2252300.3097 | -688569.0791 | -24130472.0244 | 23441902.9453 |
Total P&L (%) | -2296.7309 | -44.4306 | -2252.3003 | -688.5691 | -24130.472 | 23441.9029 |
Avg Daily Profit (%) | -1.2312 | -0.0238 | -1.2073 | 0 | 0 | 0.2932 |
Buy And Hold Return (%) | 8875.6561 | 8875.6561 | 8875.6561 | 8875.6561 | 8875.6561 | 8875.6561 |
Max Trade Drawdown | -2358920 | -153383 | -2286621 | -27681007 | -24478821 | -5840004 |
Profit Factor | 0.1334 | 0.8071 | 0.0692 | 0.9827 | 0.1611 | 3.1223 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 63 | 31 | 32 | 44 | 20 | 24 |
Losing Trades | 23 | 12 | 11 | 42 | 23 | 19 |
Profitability (%) | 73.2558 | 72.093 | 74.4186 | 51.1628 | 46.5116 | 55.814 |
Ratio Avg Win / Avg Loss | 0.0487 | 0.3124 | 0.0238 | 0.938 | 0.1852 | 2.4718 |
Largest Winning Trade | 26401 | 26401 | 13876 | 28145020 | 2075143 | 28145020 |
Largest Losing Trade | -1493189 | -60379 | -1493189 | -12434857 | -12434857 | -3885020 |
Avg Bars in Trades | 80 | 76 | 84 | 80 | 76 | 84 |
Avg Bars in Winners | 27 | 34 | 20 | 64 | 53 | 73 |
Avg Bars in Losers | 223 | 182 | 268 | 96 | 95 | 97 |
Bars Traded | 6886 | 3268 | 3618 | 6886 | 3268 | 3618 |
Profit Streak | 47.8811 | 155.3811 | 0 | 0 | 0 | 98.8811 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576695 | -576510 | -577561 | -580397 | -582083 | 458450 |
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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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