Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2709610.596 | -46321.2459 | -2663289.3501 | -2004197.0651 | -24183605.5092 | 22179408.4441 |
Total P&L (%) | -2709.6106 | -46.3212 | -2663.2894 | -2004.1971 | -24183.6055 | 22179.4084 |
Avg Daily Profit (%) | -1.4594 | -0.0249 | -1.4344 | 0 | 0 | 0.2916 |
Buy And Hold Return (%) | 8292.7098 | 8292.7098 | 8292.7098 | 8292.7098 | 8292.7098 | 8292.7098 |
Max Trade Drawdown | -2777252 | -153649 | -2702295 | -30632314 | -25238423 | -9468328 |
Profit Factor | 0.1237 | 0.7991 | 0.0693 | 0.9568 | 0.1906 | 2.3398 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 75 | 36 | 39 | 48 | 21 | 27 |
Losing Trades | 23 | 13 | 10 | 50 | 28 | 22 |
Profitability (%) | 76.5306 | 73.4694 | 79.5918 | 48.9796 | 42.8571 | 55.102 |
Ratio Avg Win / Avg Loss | 0.0379 | 0.2886 | 0.0178 | 0.9967 | 0.2542 | 1.9065 |
Largest Winning Trade | 16564 | 16564 | 15023 | 28207735 | 1247007 | 28207735 |
Largest Losing Trade | -1866560 | -62436 | -1866560 | -12457314 | -12457314 | -7788537 |
Avg Bars in Trades | 52 | 50 | 54 | 52 | 50 | 54 |
Avg Bars in Winners | 18 | 20 | 16 | 45 | 41 | 49 |
Avg Bars in Losers | 164 | 132 | 205 | 59 | 57 | 61 |
Bars Traded | 5163 | 2471 | 2692 | 5163 | 2471 | 2692 |
Profit Streak | 38.9881 | 62.6548 | 0 | 0 | 0 | 90.6548 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576253 | -577079 | -576845 | -580913 | -583459 | 402935 |
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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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