Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2763441.0546 | -62276.5955 | -2701164.459 | -1541568.4045 | -22607040.1605 | 21065471.7561 |
Total P&L (%) | -2763.4411 | -62.2766 | -2701.1645 | -1541.5684 | -22607.0402 | 21065.4718 |
Avg Daily Profit (%) | -1.4807 | -0.0334 | -1.4473 | 0 | 0 | 0.2873 |
Buy And Hold Return (%) | 9599.8086 | 9599.8086 | 9599.8086 | 9599.8086 | 9599.8086 | 9599.8086 |
Max Trade Drawdown | -2820501 | -166183 | -2738050 | -27579575 | -23647339 | -6080019 |
Profit Factor | 0.1154 | 0.7425 | 0.0627 | 0.9601 | 0.1413 | 2.7155 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 61 | 32 | 29 | 36 | 15 | 21 |
Losing Trades | 23 | 10 | 13 | 48 | 27 | 21 |
Profitability (%) | 72.619 | 76.1905 | 69.0476 | 42.8571 | 35.7143 | 50 |
Ratio Avg Win / Avg Loss | 0.0435 | 0.232 | 0.0281 | 1.2801 | 0.2543 | 2.7155 |
Largest Winning Trade | 23092 | 17886 | 23092 | 26413544 | 1167689 | 26413544 |
Largest Losing Trade | -1907982 | -60288 | -1907982 | -11118741 | -11118741 | -4490239 |
Avg Bars in Trades | 61 | 60 | 62 | 61 | 60 | 62 |
Avg Bars in Winners | 19 | 21 | 18 | 51 | 39 | 60 |
Avg Bars in Losers | 171 | 184 | 161 | 68 | 71 | 64 |
Bars Traded | 5158 | 2526 | 2632 | 5158 | 2526 | 2632 |
Profit Streak | 49.1803 | 72.1803 | 49.1803 | 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 | -575926 | -576372 | -577702 | -581664 | -586290 | 302956 |
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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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