Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2299396.2395 | 11061.2849 | -2310457.5245 | -2451521.0879 | -24206353.2171 | 21754832.1292 |
Total P&L (%) | -2299.3962 | 11.0613 | -2310.4575 | -2451.5211 | -24206.3532 | 21754.8321 |
Avg Daily Profit (%) | -1.2303 | 0.0059 | -1.2362 | 0 | 0 | 0.2886 |
Buy And Hold Return (%) | 7152.8445 | 7152.8445 | 7152.8445 | 7152.8445 | 7152.8445 | 7152.8445 |
Max Trade Drawdown | -2405685 | -147506 | -2351094 | -33269693 | -27877122 | -8378217 |
Profit Factor | 0.1641 | 1.0482 | 0.0837 | 0.9499 | 0.2534 | 2.3165 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 77 | 39 | 38 | 46 | 21 | 25 |
Losing Trades | 21 | 10 | 11 | 52 | 28 | 24 |
Profitability (%) | 78.5714 | 79.5918 | 77.551 | 46.9388 | 42.8571 | 51.0204 |
Ratio Avg Win / Avg Loss | 0.0447 | 0.2688 | 0.0242 | 1.0738 | 0.3379 | 2.2238 |
Largest Winning Trade | 44900 | 44900 | 27845 | 25827001 | 3817149 | 25827001 |
Largest Losing Trade | -1580032 | -62536 | -1580032 | -13896582 | -13896582 | -5763054 |
Avg Bars in Trades | 35 | 32 | 39 | 35 | 32 | 39 |
Avg Bars in Winners | 13 | 14 | 13 | 33 | 28 | 37 |
Avg Bars in Losers | 117 | 106 | 126 | 37 | 36 | 40 |
Bars Traded | 3527 | 1615 | 1911 | 3527 | 1615 | 1911 |
Profit Streak | 51.1828 | 74.6828 | 51.1828 | 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 | -575122 | -514925 | -576546 | -580040 | -583459 | 372982 |
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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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