Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2429511.7561 | -47156.5543 | -2382355.2018 | -1008876.6585 | -20834540.5172 | 19825663.8587 |
Total P&L (%) | -2429.5118 | -47.1566 | -2382.3552 | -1008.8767 | -20834.5405 | 19825.6639 |
Avg Daily Profit (%) | -1.3015 | -0.0253 | -1.2763 | 0 | 0 | 0.284 |
Buy And Hold Return (%) | 9211.641 | 9211.641 | 9211.641 | 9211.641 | 9211.641 | 9211.641 |
Max Trade Drawdown | -2506010 | -169660 | -2419324 | -24217315 | -21316590 | -4563603 |
Profit Factor | 0.1342 | 0.808 | 0.0695 | 0.9711 | 0.1527 | 2.9243 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 68 | 35 | 33 | 43 | 19 | 24 |
Losing Trades | 20 | 9 | 11 | 45 | 25 | 20 |
Profitability (%) | 77.2727 | 79.5455 | 75 | 48.8636 | 43.1818 | 54.5455 |
Ratio Avg Win / Avg Loss | 0.0395 | 0.2078 | 0.0232 | 1.0163 | 0.2009 | 2.4369 |
Largest Winning Trade | 17886 | 17886 | 15774 | 24994687 | 1083489 | 24994687 |
Largest Losing Trade | -1603234 | -62454 | -1603234 | -10823807 | -10823807 | -3301299 |
Avg Bars in Trades | 58 | 55 | 61 | 58 | 55 | 61 |
Avg Bars in Winners | 20 | 22 | 19 | 47 | 36 | 55 |
Avg Bars in Losers | 188 | 186 | 189 | 69 | 70 | 69 |
Bars Traded | 5172 | 2462 | 2710 | 5172 | 2462 | 2710 |
Profit Streak | 49.5091 | 72.5091 | 49.5091 | 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 | -575313 | -575922 | -576914 | -579318 | -583371 | 328091 |
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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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