Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2255579.033 | -54492.1555 | -2201086.8775 | -599885.4137 | -23896707.9445 | 23296822.5307 |
Total P&L (%) | -2255.579 | -54.4922 | -2201.0869 | -599.8854 | -23896.7079 | 23296.8225 |
Avg Daily Profit (%) | -1.2155 | -0.0294 | -1.1861 | 0 | 0 | 0.2944 |
Buy And Hold Return (%) | 9012.5833 | 9012.5833 | 9012.5833 | 9012.5833 | 9012.5833 | 9012.5833 |
Max Trade Drawdown | -2326512 | -182458 | -2241125 | -25737955 | -24186637 | -4372056 |
Profit Factor | 0.1363 | 0.779 | 0.0693 | 0.9828 | 0.0866 | 3.6854 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 64 | 32 | 32 | 41 | 17 | 24 |
Losing Trades | 28 | 14 | 14 | 51 | 29 | 22 |
Profitability (%) | 69.5652 | 69.5652 | 69.5652 | 44.5652 | 36.9565 | 52.1739 |
Ratio Avg Win / Avg Loss | 0.0596 | 0.3408 | 0.0303 | 1.2225 | 0.1478 | 3.3783 |
Largest Winning Trade | 43198 | 43198 | 15000 | 28442126 | 971966 | 28442126 |
Largest Losing Trade | -1402977 | -62671 | -1402977 | -12174843 | -12174843 | -2547677 |
Avg Bars in Trades | 73 | 71 | 76 | 73 | 71 | 76 |
Avg Bars in Winners | 24 | 29 | 20 | 61 | 60 | 62 |
Avg Bars in Losers | 185 | 166 | 204 | 83 | 77 | 90 |
Bars Traded | 6786 | 3284 | 3502 | 6786 | 3284 | 3502 |
Profit Streak | 0 | 0 | 91.3673 | 89.8673 | 91.1173 | 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 | -577718 | -578168 | -577609 | -580420 | -585218 | 451826 |
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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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