Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1975402.785 | 47015.9004 | -2022418.6854 | -4025346.1076 | -21792426.4657 | 17767080.3581 |
Total P&L (%) | -1975.4028 | 47.0159 | -2022.4187 | -4025.3461 | -21792.4265 | 17767.0804 |
Avg Daily Profit (%) | -1.0605 | 0.0252 | -1.0858 | 0 | 0 | 0.2788 |
Buy And Hold Return (%) | 6107.4328 | 6107.4328 | 6107.4328 | 6107.4328 | 6107.4328 | 6107.4328 |
Max Trade Drawdown | -2040944 | -124866 | -2044479 | -35723082 | -26999012 | -18216072 |
Profit Factor | 0.2301 | 1.1752 | 0.1197 | 0.9333 | 0.3577 | 1.6717 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 58 | 26 | 32 | 49 | 21 | 28 |
Losing Trades | 41 | 24 | 17 | 50 | 29 | 21 |
Profitability (%) | 58.5859 | 52 | 65.3061 | 49.4949 | 42 | 57.1429 |
Ratio Avg Win / Avg Loss | 0.1626 | 1.0848 | 0.0636 | 0.9524 | 0.4939 | 1.2538 |
Largest Winning Trade | 68948 | 68948 | 19822 | 16211574 | 3481569 | 16211574 |
Largest Losing Trade | -1264392 | -58686 | -1264392 | -14768333 | -10421308 | -14768333 |
Avg Bars in Trades | 54 | 53 | 55 | 54 | 53 | 55 |
Avg Bars in Winners | 23 | 27 | 20 | 42 | 33 | 48 |
Avg Bars in Losers | 97 | 81 | 121 | 66 | 67 | 64 |
Bars Traded | 5394 | 2668 | 2726 | 5394 | 2668 | 2726 |
Profit Streak | 44.2137 | 75.8803 | 0 | 0 | 0 | 70.2137 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578847 | -531610 | -578697 | -580710 | -763944 | 329581 |
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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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