Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1913573.9744 | 19362.2692 | -1932936.2437 | -1676514.471 | -26982781.7598 | 25306267.2888 |
Total P&L (%) | -1913.574 | 19.3623 | -1932.9362 | -1676.5145 | -26982.7818 | 25306.2673 |
Avg Daily Profit (%) | -1.0299 | 0.0104 | -1.0403 | 0 | 0 | 0.2985 |
Buy And Hold Return (%) | 9884.9544 | 9884.9544 | 9884.9544 | 9884.9544 | 9884.9544 | 9884.9544 |
Max Trade Drawdown | -2002552 | -157387 | -1975235 | -33221579 | -27883614 | -10109406 |
Profit Factor | 0.1887 | 1.0852 | 0.0931 | 0.9664 | 0.1821 | 2.4953 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 67 | 34 | 33 | 40 | 17 | 23 |
Losing Trades | 17 | 8 | 9 | 44 | 25 | 19 |
Profitability (%) | 79.7619 | 80.9524 | 78.5714 | 47.619 | 40.4762 | 54.7619 |
Ratio Avg Win / Avg Loss | 0.0479 | 0.2553 | 0.0254 | 1.0631 | 0.2678 | 2.0614 |
Largest Winning Trade | 43977 | 43977 | 23092 | 30823565 | 1336164 | 30823565 |
Largest Losing Trade | -1192844 | -60178 | -1192844 | -13347970 | -13347970 | -8649657 |
Avg Bars in Trades | 61 | 58 | 64 | 61 | 58 | 64 |
Avg Bars in Winners | 23 | 26 | 18 | 50 | 40 | 58 |
Avg Bars in Losers | 212 | 191 | 231 | 71 | 70 | 72 |
Bars Traded | 5161 | 2448 | 2713 | 5161 | 2448 | 2713 |
Profit Streak | 39.8566 | 146.8566 | 0 | 0 | 0 | 91.19 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575870 | -467781 | -577031 | -579812 | -584438 | 408701 |
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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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