Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2018772.3871 | 28462.9835 | -2047235.3706 | -2716172.4232 | -22225106.9063 | 19508934.4832 |
Total P&L (%) | -2018.7724 | 28.463 | -2047.2354 | -2716.1724 | -22225.1069 | 19508.9345 |
Avg Daily Profit (%) | -1.079 | 0.0152 | -1.0942 | 0 | 0 | 0.2825 |
Buy And Hold Return (%) | 8372.6758 | 8372.6758 | 8372.6758 | 8372.6758 | 8372.6758 | 8372.6758 |
Max Trade Drawdown | -2125354 | -144738 | -2092608 | -29979724 | -24715488 | -8932765 |
Profit Factor | 0.1887 | 1.1212 | 0.0915 | 0.9404 | 0.258 | 2.2518 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 62 | 33 | 29 | 33 | 12 | 21 |
Losing Trades | 22 | 9 | 13 | 51 | 30 | 21 |
Profitability (%) | 73.8095 | 78.5714 | 69.0476 | 39.2857 | 28.5714 | 50 |
Ratio Avg Win / Avg Loss | 0.067 | 0.3058 | 0.041 | 1.4533 | 0.645 | 2.2518 |
Largest Winning Trade | 55816 | 55816 | 17112 | 23278320 | 1714388 | 23278320 |
Largest Losing Trade | -1354892 | -60024 | -1354892 | -11159072 | -11159072 | -7298553 |
Avg Bars in Trades | 40 | 39 | 42 | 40 | 39 | 42 |
Avg Bars in Winners | 13 | 15 | 10 | 36 | 27 | 40 |
Avg Bars in Losers | 119 | 130 | 111 | 44 | 44 | 43 |
Bars Traded | 3439 | 1670 | 1769 | 3439 | 1670 | 1769 |
Profit Streak | 55.2777 | 159.7777 | 55.2777 | 0 | 0 | 0 |
Trades During Streak | 3 | 4 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575786 | -422066 | -577703 | -583053 | -594808 | 301828 |
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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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