Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2756838.7754 | -80206.9733 | -2676631.8021 | -113106.6897 | 25189580.081 | -25302686.7707 |
Total P&L (%) | -2756.8388 | -80.207 | -2676.6318 | -113.1067 | 25189.5801 | -25302.6868 |
Avg Daily Profit (%) | -1.3492 | -0.0393 | -1.31 | 0 | 0.2712 | 0 |
Buy And Hold Return (%) | 3137.963 | 3137.963 | 3137.963 | 3137.963 | 3137.963 | 3137.963 |
Max Trade Drawdown | -2848496 | -135992 | -2760257 | -40472322 | -6829060 | -39894986 |
Profit Factor | 0.1724 | 0.7929 | 0.0908 | 0.9979 | 3.0229 | 0.4042 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 74 | 36 | 38 | 42 | 22 | 20 |
Losing Trades | 25 | 13 | 12 | 57 | 27 | 30 |
Profitability (%) | 74.7475 | 73.4694 | 76 | 42.4242 | 44.898 | 40 |
Ratio Avg Win / Avg Loss | 0.0582 | 0.2863 | 0.0287 | 1.3543 | 3.7099 | 0.6063 |
Largest Winning Trade | 26589 | 26589 | 19116 | 21478410 | 21478410 | 8375846 |
Largest Losing Trade | -1461379 | -76312 | -1461379 | -29773632 | -3233316 | -29773632 |
Avg Bars in Trades | 78 | 87 | 69 | 78 | 87 | 69 |
Avg Bars in Winners | 21 | 25 | 17 | 104 | 119 | 88 |
Avg Bars in Losers | 246 | 260 | 232 | 59 | 62 | 56 |
Bars Traded | 7778 | 4311 | 3467 | 7778 | 4311 | 3467 |
Profit Streak | 283.6565 | 403.6565 | 283.6565 | 0 | 0 | 0 |
Trades During Streak | 4 | 4 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575658 | -576280 | -756494 | -581793 | 451160 | -764722 |
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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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