Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2164748.1725 | -6928.8032 | -2157819.3693 | -1673520.4725 | -22468990.4855 | 20795470.013 |
Total P&L (%) | -2164.7482 | -6.9288 | -2157.8194 | -1673.5205 | -22468.9905 | 20795.47 |
Avg Daily Profit (%) | -1.1651 | -0.0037 | -1.1614 | 0 | 0 | 0.2879 |
Buy And Hold Return (%) | 8829.9257 | 8829.9257 | 8829.9257 | 8829.9257 | 8829.9257 | 8829.9257 |
Max Trade Drawdown | -2235077 | -155434 | -2191466 | -26631726 | -23290010 | -6569119 |
Profit Factor | 0.1623 | 0.9693 | 0.0852 | 0.9577 | 0.1645 | 2.646 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 71 | 35 | 36 | 46 | 21 | 25 |
Losing Trades | 19 | 10 | 9 | 44 | 24 | 20 |
Profitability (%) | 78.8889 | 77.7778 | 80 | 51.1111 | 46.6667 | 55.5556 |
Ratio Avg Win / Avg Loss | 0.0434 | 0.2769 | 0.0213 | 0.916 | 0.188 | 2.1168 |
Largest Winning Trade | 32736 | 32736 | 15023 | 26233291 | 1137181 | 26233291 |
Largest Losing Trade | -1412694 | -63160 | -1412694 | -11360178 | -11360178 | -4907165 |
Avg Bars in Trades | 56 | 54 | 58 | 56 | 54 | 58 |
Avg Bars in Winners | 20 | 24 | 17 | 44 | 36 | 51 |
Avg Bars in Losers | 189 | 160 | 221 | 69 | 70 | 67 |
Bars Traded | 5090 | 2457 | 2633 | 5090 | 2457 | 2633 |
Profit Streak | 0 | 0 | 98.8068 | 91.8068 | 93.1401 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576515 | -577111 | -576263 | -579834 | -581449 | 363629 |
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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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