Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2361003.0865 | -14171.268 | -2346831.8185 | -1146520.1172 | -30781088.806 | 29634568.6889 |
Total P&L (%) | -2361.0031 | -14.1713 | -2346.8318 | -1146.5201 | -30781.0888 | 29634.5687 |
Avg Daily Profit (%) | -1.2641 | -0.0076 | -1.2565 | 0 | 0 | 0.3054 |
Buy And Hold Return (%) | 8853.6988 | 8853.6988 | 8853.6988 | 8853.6988 | 8853.6988 | 8853.6988 |
Max Trade Drawdown | -2434062 | -154604 | -2385418 | -36549409 | -31356673 | -8563752 |
Profit Factor | 0.1502 | 0.9381 | 0.0796 | 0.9784 | 0.1738 | 2.8856 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 71 | 34 | 37 | 46 | 20 | 26 |
Losing Trades | 25 | 14 | 11 | 50 | 28 | 22 |
Profitability (%) | 73.9583 | 70.8333 | 77.0833 | 47.9167 | 41.6667 | 54.1667 |
Ratio Avg Win / Avg Loss | 0.0529 | 0.3863 | 0.0237 | 1.0634 | 0.2433 | 2.4417 |
Largest Winning Trade | 23584 | 18738 | 23584 | 36001983 | 2654440 | 36001983 |
Largest Losing Trade | -1618259 | -61108 | -1618259 | -15906171 | -15906171 | -6197965 |
Avg Bars in Trades | 71 | 67 | 75 | 71 | 67 | 75 |
Avg Bars in Winners | 22 | 27 | 18 | 59 | 46 | 68 |
Avg Bars in Losers | 210 | 164 | 268 | 83 | 82 | 84 |
Bars Traded | 6885 | 3249 | 3636 | 6885 | 3249 | 3636 |
Profit Streak | 50.1579 | 157.6579 | 0 | 0 | 0 | 101.1579 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576573 | -576635 | -577178 | -579665 | -583930 | 462036 |
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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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