Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2036529.2221 | 25665.396 | -2062194.6181 | -1848736.6802 | -23518311.9986 | 21669575.3184 |
Total P&L (%) | -2036.5292 | 25.6654 | -2062.1946 | -1848.7367 | -23518.312 | 21669.5753 |
Avg Daily Profit (%) | -1.0888 | 0.0137 | -1.1025 | 0 | 0 | 0.2882 |
Buy And Hold Return (%) | 9065.8335 | 9065.8335 | 9065.8335 | 9065.8335 | 9065.8335 | 9065.8335 |
Max Trade Drawdown | -2154769 | -149032 | -2113286 | -28826309 | -25542634 | -6660609 |
Profit Factor | 0.1899 | 1.1061 | 0.0923 | 0.957 | 0.2322 | 2.7537 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 62 | 33 | 29 | 33 | 13 | 20 |
Losing Trades | 22 | 9 | 13 | 51 | 29 | 22 |
Profitability (%) | 73.8095 | 78.5714 | 69.0476 | 39.2857 | 30.9524 | 47.619 |
Ratio Avg Win / Avg Loss | 0.0674 | 0.3017 | 0.0414 | 1.479 | 0.518 | 3.0291 |
Largest Winning Trade | 55816 | 55816 | 19704 | 24563003 | 1809001 | 24563003 |
Largest Losing Trade | -1354892 | -60024 | -1354892 | -11774919 | -11774919 | -4424431 |
Avg Bars in Trades | 40 | 39 | 42 | 40 | 39 | 42 |
Avg Bars in Winners | 13 | 15 | 11 | 35 | 25 | 42 |
Avg Bars in Losers | 118 | 130 | 111 | 44 | 46 | 41 |
Bars Traded | 3439 | 1673 | 1765 | 3439 | 1673 | 1765 |
Profit Streak | 53.4422 | 157.9422 | 53.4422 | 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 | -575781 | -440656 | -577702 | -583053 | -588142 | 319553 |
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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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