Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1919417.0356 | 39635.0489 | -1959052.0845 | -2571950.0436 | -29790707.4541 | 27218757.4104 |
Total P&L (%) | -1919.417 | 39.635 | -1959.0521 | -2571.95 | -29790.7075 | 27218.7574 |
Avg Daily Profit (%) | -1.0322 | 0.0213 | -1.0535 | 0 | 0 | 0.3022 |
Buy And Hold Return (%) | 10200.7869 | 10200.7869 | 10200.7869 | 10200.7869 | 10200.7869 | 10200.7869 |
Max Trade Drawdown | -2057743 | -141055 | -2009725 | -33747669 | -30258899 | -9192234 |
Profit Factor | 0.1984 | 1.174 | 0.0958 | 0.9511 | 0.1764 | 2.6559 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 70 | 35 | 35 | 39 | 18 | 21 |
Losing Trades | 20 | 10 | 10 | 51 | 27 | 24 |
Profitability (%) | 77.7778 | 77.7778 | 77.7778 | 43.3333 | 40 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.0567 | 0.3354 | 0.0274 | 1.2438 | 0.2646 | 3.0353 |
Largest Winning Trade | 26577 | 26577 | 22626 | 32729386 | 1694107 | 32729386 |
Largest Losing Trade | -1279506 | -62918 | -1279506 | -13396376 | -13396376 | -6979081 |
Avg Bars in Trades | 38 | 36 | 39 | 38 | 36 | 39 |
Avg Bars in Winners | 15 | 17 | 13 | 31 | 20 | 40 |
Avg Bars in Losers | 119 | 105 | 133 | 43 | 47 | 39 |
Bars Traded | 3448 | 1653 | 1794 | 3448 | 1653 | 1794 |
Profit Streak | 99.6632 | 147.1632 | 99.6632 | 0 | 0 | 0 |
Trades During Streak | 7 | 4 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575143 | -355905 | -575754 | -581463 | -584600 | 336259 |
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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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