Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2357641.3264 | -7104.3444 | -2350536.9819 | -1847945.5631 | -21768857.6781 | 19920912.1149 |
Total P&L (%) | -2357.6413 | -7.1043 | -2350.537 | -1847.9456 | -21768.8577 | 19920.9121 |
Avg Daily Profit (%) | -1.2693 | -0.0038 | -1.2654 | 0 | 0 | 0.2857 |
Buy And Hold Return (%) | 8400.305 | 8400.305 | 8400.305 | 8400.305 | 8400.305 | 8400.305 |
Max Trade Drawdown | -2422791 | -126584 | -2388483 | -26486668 | -22850134 | -9150462 |
Profit Factor | 0.1518 | 0.9683 | 0.0803 | 0.9579 | 0.2404 | 2.3078 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 71 | 35 | 36 | 50 | 22 | 28 |
Losing Trades | 23 | 12 | 11 | 44 | 25 | 19 |
Profitability (%) | 75.5319 | 74.4681 | 76.5957 | 53.1915 | 46.8085 | 59.5745 |
Ratio Avg Win / Avg Loss | 0.0492 | 0.332 | 0.0245 | 0.8429 | 0.2731 | 1.566 |
Largest Winning Trade | 26577 | 26577 | 15711 | 23777200 | 1751129 | 23777200 |
Largest Losing Trade | -1636583 | -62421 | -1636583 | -10110592 | -10110592 | -6610054 |
Avg Bars in Trades | 36 | 34 | 38 | 36 | 34 | 38 |
Avg Bars in Winners | 13 | 15 | 10 | 31 | 28 | 33 |
Avg Bars in Losers | 109 | 91 | 128 | 43 | 40 | 45 |
Bars Traded | 3443 | 1638 | 1805 | 3443 | 1638 | 1805 |
Profit Streak | 39.7721 | 63.7721 | 0 | 0 | 0 | 91.2721 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576392 | -576965 | -577249 | -580113 | -581938 | 382788 |
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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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