Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2404351.4257 | 8787.1972 | -2413138.623 | -7282657.085 | -30072514.1366 | 22789857.0515 |
Total P&L (%) | -2404.3514 | 8.7872 | -2413.1386 | -7282.6571 | -30072.5141 | 22789.8571 |
Avg Daily Profit (%) | -1.2959 | 0.0047 | -1.3007 | 0 | 0 | 0.2933 |
Buy And Hold Return (%) | 8631.1677 | 8631.1677 | 8631.1677 | 8631.1677 | 8631.1677 | 8631.1677 |
Max Trade Drawdown | -2522534 | -144081 | -2463895 | -47488769 | -33538210 | -20754440 |
Profit Factor | 0.1607 | 1.0391 | 0.0859 | 0.9027 | 0.2596 | 1.6655 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 68 | 35 | 33 | 41 | 16 | 25 |
Losing Trades | 20 | 9 | 11 | 47 | 28 | 19 |
Profitability (%) | 77.2727 | 79.5455 | 75 | 46.5909 | 36.3636 | 56.8182 |
Ratio Avg Win / Avg Loss | 0.0473 | 0.2672 | 0.0286 | 1.0348 | 0.4543 | 1.2658 |
Largest Winning Trade | 32736 | 32736 | 23886 | 33175021 | 4213044 | 33175021 |
Largest Losing Trade | -1683349 | -57179 | -1683349 | -19552199 | -14005959 | -19552199 |
Avg Bars in Trades | 58 | 56 | 60 | 58 | 56 | 60 |
Avg Bars in Winners | 21 | 24 | 17 | 48 | 39 | 54 |
Avg Bars in Losers | 186 | 182 | 189 | 67 | 66 | 68 |
Bars Traded | 5157 | 2501 | 2656 | 5157 | 2501 | 2656 |
Profit Streak | 38.126 | 141.4593 | 38.126 | 0 | 0 | 0 |
Trades During Streak | 3 | 4 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575297 | -526208 | -576933 | -580202 | -586022 | 302045 |
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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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