Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2638550.6053 | -37325.0888 | -2601225.5165 | -1343962.7044 | -37855576.0785 | 36511613.3742 |
Total P&L (%) | -2638.5506 | -37.3251 | -2601.2255 | -1343.9627 | -37855.5761 | 36511.6134 |
Avg Daily Profit (%) | -1.4136 | -0.02 | -1.3936 | 0 | 0 | 0.3168 |
Buy And Hold Return (%) | 9274.2365 | 9274.2365 | 9274.2365 | 9274.2365 | 9274.2365 | 9274.2365 |
Max Trade Drawdown | -2709828 | -164991 | -2640843 | -41069466 | -38472271 | -6985848 |
Profit Factor | 0.1331 | 0.8476 | 0.0706 | 0.9771 | 0.1329 | 3.4472 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 67 | 34 | 33 | 42 | 19 | 23 |
Losing Trades | 27 | 13 | 14 | 52 | 28 | 24 |
Profitability (%) | 71.2766 | 72.3404 | 70.2128 | 44.6809 | 40.4255 | 48.9362 |
Ratio Avg Win / Avg Loss | 0.0536 | 0.3241 | 0.0299 | 1.2097 | 0.1958 | 3.5971 |
Largest Winning Trade | 23253 | 23253 | 16877 | 42792527 | 1850231 | 42792527 |
Largest Losing Trade | -1845982 | -62706 | -1845982 | -17762159 | -17762159 | -4303243 |
Avg Bars in Trades | 36 | 34 | 38 | 36 | 34 | 38 |
Avg Bars in Winners | 11 | 13 | 10 | 29 | 21 | 36 |
Avg Bars in Losers | 98 | 91 | 105 | 42 | 43 | 40 |
Bars Traded | 3447 | 1643 | 1805 | 3447 | 1643 | 1805 |
Profit Streak | 49.4607 | 72.4607 | 49.4607 | 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 | -576074 | -576834 | -577512 | -580929 | -584420 | 468644 |
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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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