Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1992933.5264 | 26185.9728 | -2019119.4991 | -1700834.7328 | -19826906.4669 | 18126071.734 |
Total P&L (%) | -1992.9335 | 26.186 | -2019.1195 | -1700.8347 | -19826.9065 | 18126.0717 |
Avg Daily Profit (%) | -1.0666 | 0.014 | -1.0806 | 0 | 0 | 0.279 |
Buy And Hold Return (%) | 7741.1433 | 7741.1433 | 7741.1433 | 7741.1433 | 7741.1433 | 7741.1433 |
Max Trade Drawdown | -2108734 | -134634 | -2066361 | -24466771 | -21474971 | -7477841 |
Profit Factor | 0.1938 | 1.1151 | 0.1004 | 0.9572 | 0.2368 | 2.3165 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 65 | 33 | 32 | 42 | 18 | 24 |
Losing Trades | 19 | 9 | 10 | 42 | 24 | 18 |
Profitability (%) | 77.381 | 78.5714 | 76.1905 | 50 | 42.8571 | 57.1429 |
Ratio Avg Win / Avg Loss | 0.0566 | 0.3041 | 0.0314 | 0.9572 | 0.3158 | 1.7374 |
Largest Winning Trade | 27929 | 27929 | 19366 | 22325500 | 2115737 | 22325500 |
Largest Losing Trade | -1279506 | -62253 | -1279506 | -10051356 | -10051356 | -4288069 |
Avg Bars in Trades | 41 | 39 | 43 | 41 | 39 | 43 |
Avg Bars in Winners | 18 | 24 | 12 | 32 | 27 | 35 |
Avg Bars in Losers | 118 | 95 | 139 | 50 | 48 | 53 |
Bars Traded | 3460 | 1655 | 1806 | 3460 | 1655 | 1806 |
Profit Streak | 50.6274 | 161.6274 | 0 | 0 | 0 | 101.6274 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576161 | -430361 | -577339 | -580553 | -583512 | 361490 |
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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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