Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2117875.3585 | 34209.4791 | -2152084.8376 | -2761108.2374 | -37642210.3835 | 34881102.1461 |
Total P&L (%) | -2117.8754 | 34.2095 | -2152.0848 | -2761.1082 | -37642.2104 | 34881.1021 |
Avg Daily Profit (%) | -1.1326 | 0.0183 | -1.1508 | 0 | 0 | 0.3137 |
Buy And Hold Return (%) | 9967.4271 | 9967.4271 | 9967.4271 | 9967.4271 | 9967.4271 | 9967.4271 |
Max Trade Drawdown | -2263670 | -144098 | -2206096 | -41949504 | -38306532 | -10506849 |
Profit Factor | 0.1875 | 1.1463 | 0.093 | 0.9575 | 0.1719 | 2.7815 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 77 | 38 | 39 | 44 | 20 | 24 |
Losing Trades | 21 | 11 | 10 | 54 | 29 | 25 |
Profitability (%) | 78.5714 | 77.551 | 79.5918 | 44.898 | 40.8163 | 48.9796 |
Ratio Avg Win / Avg Loss | 0.0511 | 0.3318 | 0.0238 | 1.1752 | 0.2492 | 2.8974 |
Largest Winning Trade | 23253 | 23253 | 22626 | 41857614 | 1749573 | 41857614 |
Largest Losing Trade | -1445846 | -62918 | -1445846 | -17073722 | -17073722 | -7476759 |
Avg Bars in Trades | 35 | 33 | 36 | 35 | 33 | 36 |
Avg Bars in Winners | 12 | 14 | 10 | 29 | 20 | 37 |
Avg Bars in Losers | 117 | 99 | 137 | 39 | 42 | 36 |
Bars Traded | 3448 | 1645 | 1802 | 3448 | 1645 | 1802 |
Profit Streak | 52.318 | 158.818 | 52.318 | 0 | 0 | 0 |
Trades During Streak | 3 | 5 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575125 | -390422 | -576282 | -580834 | -584253 | 408617 |
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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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