Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1712534.2858 | 45952.8699 | -1758487.1557 | -1975846.0581 | -25429983.2284 | 23454137.1704 |
Total P&L (%) | -1712.5343 | 45.9529 | -1758.4872 | -1975.8461 | -25429.9832 | 23454.1372 |
Avg Daily Profit (%) | -0.9212 | 0.0247 | -0.9459 | 0 | 0 | 0.2942 |
Buy And Hold Return (%) | 9863.8434 | 9863.8434 | 9863.8434 | 9863.8434 | 9863.8434 | 9863.8434 |
Max Trade Drawdown | -1841230 | -156037 | -1807609 | -28956958 | -26219433 | -6055240 |
Profit Factor | 0.2189 | 1.2051 | 0.1066 | 0.9527 | 0.1491 | 2.9792 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 68 | 35 | 33 | 39 | 17 | 22 |
Losing Trades | 26 | 12 | 14 | 55 | 30 | 25 |
Profitability (%) | 72.3404 | 74.4681 | 70.2128 | 41.4894 | 36.1702 | 46.8085 |
Ratio Avg Win / Avg Loss | 0.0837 | 0.4132 | 0.0452 | 1.3435 | 0.2631 | 3.3854 |
Largest Winning Trade | 54169 | 54169 | 16877 | 27345063 | 1177341 | 27345063 |
Largest Losing Trade | -1032625 | -60178 | -1032625 | -11709097 | -11709097 | -4004566 |
Avg Bars in Trades | 36 | 34 | 37 | 36 | 34 | 37 |
Avg Bars in Winners | 14 | 15 | 12 | 33 | 27 | 39 |
Avg Bars in Losers | 93 | 92 | 94 | 37 | 39 | 35 |
Bars Traded | 3393 | 1642 | 1751 | 3393 | 1642 | 1751 |
Profit Streak | 99.8044 | 147.8044 | 99.8044 | 0 | 0 | 0 |
Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575997 | -323183 | -577516 | -582170 | -586075 | 324099 |
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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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