Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2390744.4625 | -45765.0233 | -2344979.4392 | -768485.7549 | -20671181.9389 | 19902696.184 |
Total P&L (%) | -2390.7445 | -45.765 | -2344.9794 | -768.4858 | -20671.1819 | 19902.6962 |
Avg Daily Profit (%) | -1.2821 | -0.0245 | -1.2576 | 0 | 0 | 0.2846 |
Buy And Hold Return (%) | 9562.0286 | 9562.0286 | 9562.0286 | 9562.0286 | 9562.0286 | 9562.0286 |
Max Trade Drawdown | -2455746 | -160224 | -2379686 | -23446328 | -21071503 | -4412674 |
Profit Factor | 0.1329 | 0.8081 | 0.069 | 0.9774 | 0.1472 | 3.0461 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 71 | 37 | 34 | 44 | 19 | 25 |
Losing Trades | 21 | 9 | 12 | 48 | 27 | 21 |
Profitability (%) | 77.1739 | 80.4348 | 73.913 | 47.8261 | 41.3043 | 54.3478 |
Ratio Avg Win / Avg Loss | 0.0393 | 0.1966 | 0.0243 | 1.0662 | 0.2092 | 2.5587 |
Largest Winning Trade | 16564 | 16564 | 15774 | 25006811 | 1358534 | 25006811 |
Largest Losing Trade | -1603234 | -63563 | -1603234 | -10659593 | -10659593 | -2759149 |
Avg Bars in Trades | 56 | 53 | 59 | 56 | 53 | 59 |
Avg Bars in Winners | 19 | 20 | 18 | 45 | 36 | 53 |
Avg Bars in Losers | 180 | 188 | 174 | 65 | 65 | 65 |
Bars Traded | 5172 | 2455 | 2717 | 5172 | 2455 | 2717 |
Profit Streak | 47.3402 | 70.3402 | 47.3402 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575314 | -575805 | -577044 | -579711 | -584086 | 319342 |
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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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