Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2006466.0076 | 10036.4421 | -2016502.4497 | -1530348.5618 | -31303194.9123 | 29772846.3505 |
Total P&L (%) | -2006.466 | 10.0364 | -2016.5025 | -1530.3486 | -31303.1949 | 29772.8464 |
Avg Daily Profit (%) | -1.0819 | 0.0054 | -1.0874 | 0 | 0 | 0.3078 |
Buy And Hold Return (%) | 9778.1049 | 9778.1049 | 9778.1049 | 9778.1049 | 9778.1049 | 9778.1049 |
Max Trade Drawdown | -2122074 | -148163 | -2066393 | -36684716 | -32086243 | -10179378 |
Profit Factor | 0.1801 | 1.0454 | 0.0942 | 0.9722 | 0.1619 | 2.681 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 65 | 32 | 33 | 40 | 18 | 22 |
Losing Trades | 19 | 10 | 9 | 44 | 24 | 20 |
Profitability (%) | 77.381 | 76.1905 | 78.5714 | 47.619 | 42.8571 | 52.381 |
Ratio Avg Win / Avg Loss | 0.0526 | 0.3267 | 0.0257 | 1.0694 | 0.2159 | 2.4372 |
Largest Winning Trade | 22179 | 22179 | 19704 | 35304540 | 1526471 | 35304540 |
Largest Losing Trade | -1279506 | -59987 | -1279506 | -14654074 | -14654074 | -7884166 |
Avg Bars in Trades | 40 | 38 | 43 | 40 | 38 | 43 |
Avg Bars in Winners | 15 | 19 | 12 | 33 | 25 | 40 |
Avg Bars in Losers | 127 | 102 | 154 | 47 | 48 | 45 |
Bars Traded | 3442 | 1631 | 1810 | 3442 | 1631 | 1810 |
Profit Streak | 36.4506 | 143.9506 | 0 | 0 | 0 | 87.9506 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576182 | -518819 | -577031 | -579812 | -583512 | 428854 |
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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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