Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2804736.2798 | -84351.3369 | -2720384.943 | -682843.5489 | -21012645.6755 | 20329802.1267 |
Total P&L (%) | -2804.7363 | -84.3513 | -2720.3849 | -682.8435 | -21012.6457 | 20329.8021 |
Avg Daily Profit (%) | -1.5029 | -0.0452 | -1.4577 | 0 | 0 | 0.2854 |
Buy And Hold Return (%) | 8822.765 | 8822.765 | 8822.765 | 8822.765 | 8822.765 | 8822.765 |
Max Trade Drawdown | -2852626 | -168493 | -2745472 | -24438823 | -21859762 | -4627807 |
Profit Factor | 0.1047 | 0.6677 | 0.055 | 0.9805 | 0.1731 | 3.1021 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 71 | 37 | 34 | 46 | 21 | 25 |
Losing Trades | 27 | 12 | 15 | 52 | 28 | 24 |
Profitability (%) | 72.449 | 75.5102 | 69.3878 | 46.9388 | 42.8571 | 51.0204 |
Ratio Avg Win / Avg Loss | 0.0398 | 0.2166 | 0.0243 | 1.1084 | 0.2308 | 2.978 |
Largest Winning Trade | 15418 | 15418 | 15242 | 25548043 | 1883667 | 25548043 |
Largest Losing Trade | -1932102 | -63286 | -1932102 | -11287476 | -11287476 | -2687568 |
Avg Bars in Trades | 70 | 67 | 73 | 70 | 67 | 73 |
Avg Bars in Winners | 20 | 24 | 16 | 59 | 49 | 67 |
Avg Bars in Losers | 200 | 198 | 202 | 80 | 80 | 79 |
Bars Traded | 6898 | 3297 | 3601 | 6898 | 3297 | 3601 |
Profit Streak | 49.4232 | 72.4232 | 49.4232 | 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 | -575912 | -576408 | -577604 | -580040 | -583459 | 362271 |
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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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