Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2706053.6819 | -40628.2657 | -2665425.4162 | -1618266.4916 | -24362999.585 | 22744733.0935 |
Total P&L (%) | -2706.0537 | -40.6283 | -2665.4254 | -1618.2665 | -24362.9996 | 22744.7331 |
Avg Daily Profit (%) | -1.4482 | -0.0217 | -1.4265 | 0 | 0 | 0.2911 |
Buy And Hold Return (%) | 7473.0088 | 7473.0088 | 7473.0088 | 7473.0088 | 7473.0088 | 7473.0088 |
Max Trade Drawdown | -2777160 | -139511 | -2704220 | -39524181 | -29819458 | -13987031 |
Profit Factor | 0.1629 | 0.8619 | 0.093 | 0.9739 | 0.3597 | 1.95 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 125 | 62 | 63 | 98 | 48 | 50 |
Losing Trades | 47 | 24 | 23 | 74 | 38 | 36 |
Profitability (%) | 72.6744 | 72.093 | 73.2558 | 56.9767 | 55.814 | 58.1395 |
Ratio Avg Win / Avg Loss | 0.0613 | 0.3336 | 0.0339 | 0.7354 | 0.2848 | 1.404 |
Largest Winning Trade | 26556 | 26556 | 17887 | 23052256 | 2418999 | 23052256 |
Largest Losing Trade | -1801299 | -61180 | -1801299 | -14533600 | -14533600 | -11167877 |
Avg Bars in Trades | 20 | 19 | 20 | 20 | 19 | 20 |
Avg Bars in Winners | 6 | 7 | 5 | 16 | 12 | 19 |
Avg Bars in Losers | 56 | 50 | 63 | 25 | 27 | 23 |
Bars Traded | 3467 | 1674 | 1794 | 3467 | 1674 | 1794 |
Profit Streak | 52.1273 | 85.1273 | 0 | 0 | 0 | 76.1273 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576096 | -576273 | -577531 | -578694 | -580070 | 356514 |
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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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