Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2410003.2182 | -18074.3384 | -2391928.8799 | -1669831.0186 | -24234523.3352 | 22564692.3165 |
Total P&L (%) | -2410.0032 | -18.0743 | -2391.9289 | -1669.831 | -24234.5233 | 22564.6923 |
Avg Daily Profit (%) | -1.2919 | -0.0097 | -1.2822 | 0 | 0 | 0.2911 |
Buy And Hold Return (%) | 8265.7265 | 8265.7265 | 8265.7265 | 8265.7265 | 8265.7265 | 8265.7265 |
Max Trade Drawdown | -2465697 | -131199 | -2425359 | -28789657 | -25052956 | -9010171 |
Profit Factor | 0.1482 | 0.9215 | 0.0796 | 0.9637 | 0.211 | 2.475 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 65 | 32 | 33 | 44 | 18 | 26 |
Losing Trades | 27 | 14 | 13 | 48 | 28 | 20 |
Profitability (%) | 70.6522 | 69.5652 | 71.7391 | 47.8261 | 39.1304 | 56.5217 |
Ratio Avg Win / Avg Loss | 0.0615 | 0.4032 | 0.0314 | 1.0513 | 0.3283 | 1.9038 |
Largest Winning Trade | 26577 | 26577 | 14010 | 26779182 | 1972217 | 26779182 |
Largest Losing Trade | -1672025 | -62775 | -1672025 | -11387101 | -11387101 | -6013137 |
Avg Bars in Trades | 37 | 35 | 39 | 37 | 35 | 39 |
Avg Bars in Winners | 14 | 18 | 11 | 33 | 31 | 35 |
Avg Bars in Losers | 91 | 75 | 109 | 40 | 38 | 44 |
Bars Traded | 3442 | 1640 | 1803 | 3442 | 1640 | 1803 |
Profit Streak | 47.937 | 71.937 | 0 | 0 | 0 | 99.437 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577016 | -577610 | -577886 | -579711 | -584931 | 419814 |
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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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