Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2201294.5291 | 31946.8049 | -2233241.334 | -4160159.3984 | -27264699.93 | 23104540.5316 |
Total P&L (%) | -2201.2945 | 31.9468 | -2233.2413 | -4160.1594 | -27264.6999 | 23104.5405 |
Avg Daily Profit (%) | -1.1872 | 0.0172 | -1.2044 | 0 | 0 | 0.2942 |
Buy And Hold Return (%) | 6482.2303 | 6482.2303 | 6482.2303 | 6482.2303 | 6482.2303 | 6482.2303 |
Max Trade Drawdown | -2321661 | -137259 | -2284906 | -37180581 | -28652853 | -16268366 |
Profit Factor | 0.184 | 1.1449 | 0.0984 | 0.9327 | 0.2454 | 1.9008 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 68 | 34 | 34 | 43 | 17 | 26 |
Losing Trades | 26 | 13 | 13 | 51 | 30 | 21 |
Profitability (%) | 72.3404 | 72.3404 | 72.3404 | 45.7447 | 36.1702 | 55.3191 |
Ratio Avg Win / Avg Loss | 0.0703 | 0.4378 | 0.0376 | 1.1062 | 0.4331 | 1.5353 |
Largest Winning Trade | 26577 | 26577 | 16775 | 27576950 | 2262794 | 27576950 |
Largest Losing Trade | -1527363 | -60255 | -1527363 | -13883288 | -11658653 | -13883288 |
Avg Bars in Trades | 73 | 71 | 76 | 73 | 71 | 76 |
Avg Bars in Winners | 27 | 32 | 22 | 57 | 39 | 68 |
Avg Bars in Losers | 194 | 171 | 217 | 87 | 89 | 85 |
Bars Traded | 6932 | 3345 | 3587 | 6932 | 3345 | 3587 |
Profit Streak | 37.019 | 142.269 | 0 | 0 | 0 | 65.269 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576809 | -394067 | -577800 | -580515 | -586075 | 402177 |
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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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