Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2827886.6387 | -50341.4878 | -2777545.1509 | -640635.5221 | -20299901.6719 | 19659266.1498 |
Total P&L (%) | -2827.8866 | -50.3415 | -2777.5452 | -640.6355 | -20299.9017 | 19659.2662 |
Avg Daily Profit (%) | -1.5224 | -0.0271 | -1.4953 | 0 | 0 | 0.285 |
Buy And Hold Return (%) | 7669.8761 | 7669.8761 | 7669.8761 | 7669.8761 | 7669.8761 | 7669.8761 |
Max Trade Drawdown | -2916833 | -164058 | -2815666 | -22826554 | -21060264 | -4422541 |
Profit Factor | 0.1263 | 0.8121 | 0.0644 | 0.9805 | 0.1717 | 3.371 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 67 | 34 | 33 | 36 | 15 | 21 |
Losing Trades | 27 | 13 | 14 | 58 | 32 | 26 |
Profitability (%) | 71.2766 | 72.3404 | 70.2128 | 38.2979 | 31.9149 | 44.6809 |
Ratio Avg Win / Avg Loss | 0.0509 | 0.3105 | 0.0273 | 1.5796 | 0.3663 | 4.1736 |
Largest Winning Trade | 16877 | 16682 | 16877 | 23876343 | 1758430 | 23876343 |
Largest Losing Trade | -1998919 | -63778 | -1998919 | -9892678 | -9892678 | -2916174 |
Avg Bars in Trades | 36 | 36 | 37 | 36 | 36 | 37 |
Avg Bars in Winners | 11 | 14 | 8 | 33 | 24 | 39 |
Avg Bars in Losers | 98 | 91 | 104 | 38 | 41 | 35 |
Bars Traded | 3447 | 1693 | 1755 | 3447 | 1693 | 1755 |
Profit Streak | 40.0768 | 63.0768 | 40.0768 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576064 | -576827 | -577528 | -582300 | -587729 | 350041 |
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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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