Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2624052.6265 | -34721.6615 | -2589330.9651 | -2136430.5939 | -22813500.6054 | 20677070.0115 |
Total P&L (%) | -2624.0526 | -34.7217 | -2589.331 | -2136.4306 | -22813.5006 | 20677.07 |
Avg Daily Profit (%) | -1.411 | -0.0187 | -1.3924 | 0 | 0 | 0.2874 |
Buy And Hold Return (%) | 9152.0754 | 9152.0754 | 9152.0754 | 9152.0754 | 9152.0754 | 9152.0754 |
Max Trade Drawdown | -2743530 | -170955 | -2646136 | -28294805 | -23222333 | -6213725 |
Profit Factor | 0.1411 | 0.8653 | 0.0744 | 0.9474 | 0.1389 | 2.4628 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 69 | 37 | 32 | 40 | 15 | 25 |
Losing Trades | 29 | 12 | 17 | 58 | 34 | 24 |
Profitability (%) | 70.4082 | 75.5102 | 65.3061 | 40.8163 | 30.6122 | 51.0204 |
Ratio Avg Win / Avg Loss | 0.0593 | 0.2806 | 0.0395 | 1.3738 | 0.3149 | 2.3643 |
Largest Winning Trade | 23092 | 17886 | 23092 | 27832694 | 1241553 | 27832694 |
Largest Losing Trade | -1810428 | -64426 | -1810428 | -11291774 | -11291774 | -4424704 |
Avg Bars in Trades | 53 | 52 | 54 | 53 | 52 | 54 |
Avg Bars in Winners | 17 | 21 | 12 | 46 | 37 | 51 |
Avg Bars in Losers | 138 | 146 | 133 | 58 | 58 | 57 |
Bars Traded | 5230 | 2560 | 2670 | 5230 | 2560 | 2670 |
Profit Streak | 24.9073 | 146.574 | 0 | 0 | 0 | 74.574 |
Trades During Streak | 1 | 7 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577050 | -575899 | -578697 | -582421 | -588221 | 342414 |
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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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