Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2341275.1378 | -11541.3292 | -2329733.8085 | -1893289.8183 | -19294415.7929 | 17401125.9746 |
Total P&L (%) | -2341.2751 | -11.5413 | -2329.7338 | -1893.2898 | -19294.4158 | 17401.126 |
Avg Daily Profit (%) | -1.2628 | -0.0062 | -1.2566 | 0 | 0 | 0.279 |
Buy And Hold Return (%) | 7630.5633 | 7630.5633 | 7630.5633 | 7630.5633 | 7630.5633 | 7630.5633 |
Max Trade Drawdown | -2438081 | -147079 | -2374147 | -22386671 | -19752610 | -6528817 |
Profit Factor | 0.1499 | 0.9503 | 0.0763 | 0.9462 | 0.1674 | 2.4503 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 72 | 37 | 35 | 43 | 18 | 25 |
Losing Trades | 22 | 10 | 12 | 51 | 29 | 22 |
Profitability (%) | 76.5957 | 78.7234 | 74.4681 | 45.7447 | 38.2979 | 53.1915 |
Ratio Avg Win / Avg Loss | 0.0458 | 0.2568 | 0.0262 | 1.1222 | 0.2697 | 2.1562 |
Largest Winning Trade | 32736 | 32736 | 15192 | 22339113 | 944344 | 22339113 |
Largest Losing Trade | -1636583 | -58537 | -1636583 | -8869619 | -8869619 | -4616036 |
Avg Bars in Trades | 55 | 54 | 55 | 55 | 54 | 55 |
Avg Bars in Winners | 18 | 22 | 14 | 46 | 40 | 50 |
Avg Bars in Losers | 173 | 170 | 175 | 62 | 62 | 62 |
Bars Traded | 5172 | 2545 | 2627 | 5172 | 2545 | 2627 |
Profit Streak | 37.0083 | 141.3416 | 37.0083 | 0 | 0 | 0 |
Trades During Streak | 3 | 5 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575366 | -575559 | -576980 | -580515 | -585247 | 318868 |
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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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