Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2391604.6388 | -15510.1871 | -2376094.4517 | -1802919.1464 | -20348610.7282 | 18545691.5819 |
Total P&L (%) | -2391.6046 | -15.5102 | -2376.0945 | -1802.9191 | -20348.6107 | 18545.6916 |
Avg Daily Profit (%) | -1.2827 | -0.0083 | -1.2744 | 0 | 0 | 0.2808 |
Buy And Hold Return (%) | 8487.5667 | 8487.5667 | 8487.5667 | 8487.5667 | 8487.5667 | 8487.5667 |
Max Trade Drawdown | -2449925 | -131476 | -2409527 | -24754282 | -21018354 | -8108084 |
Profit Factor | 0.1505 | 0.9325 | 0.081 | 0.9549 | 0.221 | 2.3409 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 70 | 35 | 35 | 49 | 21 | 28 |
Losing Trades | 22 | 11 | 11 | 43 | 25 | 18 |
Profitability (%) | 76.087 | 76.087 | 76.087 | 53.2609 | 45.6522 | 60.8696 |
Ratio Avg Win / Avg Loss | 0.0473 | 0.2931 | 0.0255 | 0.838 | 0.2631 | 1.5049 |
Largest Winning Trade | 27929 | 27929 | 14010 | 22703740 | 1672071 | 22703740 |
Largest Losing Trade | -1636583 | -62929 | -1636583 | -9654133 | -9654133 | -5863945 |
Avg Bars in Trades | 37 | 35 | 39 | 37 | 35 | 39 |
Avg Bars in Winners | 14 | 17 | 11 | 30 | 26 | 33 |
Avg Bars in Losers | 111 | 95 | 127 | 45 | 43 | 48 |
Bars Traded | 3443 | 1640 | 1804 | 3443 | 1640 | 1804 |
Profit Streak | 46.7434 | 70.7434 | 0 | 0 | 0 | 98.2434 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576314 | -576764 | -577322 | -580109 | -582395 | 344649 |
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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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