Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1980055.1087 | 17893.1022 | -1997948.2109 | -1456559.5102 | -24073083.2995 | 22616523.7893 |
Total P&L (%) | -1980.0551 | 17.8931 | -1997.9482 | -1456.5595 | -24073.0833 | 22616.5238 |
Avg Daily Profit (%) | -1.068 | 0.0097 | -1.0776 | 0 | 0 | 0.2931 |
Buy And Hold Return (%) | 6733.4541 | 6733.4541 | 6733.4541 | 6733.4541 | 6733.4541 | 6733.4541 |
Max Trade Drawdown | -2085139 | -157199 | -2037003 | -29232309 | -26425907 | -5381779 |
Profit Factor | 0.187 | 1.0798 | 0.0966 | 0.9646 | 0.2034 | 3.0651 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 52 | 25 | 27 | 27 | 11 | 16 |
Losing Trades | 18 | 10 | 8 | 43 | 24 | 19 |
Profitability (%) | 74.2857 | 71.4286 | 77.1429 | 38.5714 | 31.4286 | 45.7143 |
Ratio Avg Win / Avg Loss | 0.0647 | 0.4319 | 0.0286 | 1.5362 | 0.4437 | 3.6398 |
Largest Winning Trade | 34891 | 34891 | 19366 | 24871144 | 3675877 | 24871144 |
Largest Losing Trade | -1279506 | -63553 | -1279506 | -12307321 | -12307321 | -2950721 |
Avg Bars in Trades | 48 | 46 | 50 | 48 | 46 | 50 |
Avg Bars in Winners | 20 | 24 | 17 | 47 | 40 | 52 |
Avg Bars in Losers | 128 | 101 | 161 | 49 | 49 | 48 |
Bars Traded | 3392 | 1638 | 1755 | 3392 | 1638 | 1755 |
Profit Streak | 0 | 0 | 98.9637 | 87.9637 | 88.9637 | 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 | -676129 | -477331 | -576709 | -680663 | -587451 | 367937 |
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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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