Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2111442.8211 | 9014.2685 | -2120457.0896 | -3347423.7736 | -26622794.7609 | 23275370.9874 |
Total P&L (%) | -2111.4428 | 9.0143 | -2120.4571 | -3347.4238 | -26622.7948 | 23275.371 |
Avg Daily Profit (%) | -1.1303 | 0.0048 | -1.1351 | 0 | 0 | 0.2924 |
Buy And Hold Return (%) | 6908.3328 | 6908.3328 | 6908.3328 | 6908.3328 | 6908.3328 | 6908.3328 |
Max Trade Drawdown | -2193366 | -138293 | -2163306 | -37049543 | -27692927 | -16052506 |
Profit Factor | 0.1655 | 1.0438 | 0.0878 | 0.9411 | 0.1851 | 1.9644 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 67 | 33 | 34 | 42 | 19 | 23 |
Losing Trades | 19 | 10 | 9 | 44 | 24 | 20 |
Profitability (%) | 77.907 | 76.7442 | 79.0698 | 48.8372 | 44.186 | 53.4884 |
Ratio Avg Win / Avg Loss | 0.0469 | 0.3163 | 0.0232 | 0.9859 | 0.2337 | 1.7081 |
Largest Winning Trade | 33988 | 33988 | 20252 | 30772792 | 1418464 | 30772792 |
Largest Losing Trade | -1402977 | -58201 | -1402977 | -15193894 | -12752002 | -15193894 |
Avg Bars in Trades | 78 | 76 | 81 | 78 | 76 | 81 |
Avg Bars in Winners | 29 | 34 | 24 | 68 | 62 | 73 |
Avg Bars in Losers | 253 | 215 | 296 | 88 | 87 | 90 |
Bars Traded | 6784 | 3285 | 3499 | 6784 | 3285 | 3499 |
Profit Streak | 108.6873 | 155.6873 | 108.6873 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575299 | -521636 | -576396 | -581000 | -582988 | 370049 |
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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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