Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1907190.1719 | -6691.3993 | -1900498.7726 | -2246031.6211 | -14889117.5526 | 12643085.9315 |
Total P&L (%) | -1907.1902 | -6.6914 | -1900.4988 | -2246.0316 | -14889.1176 | 12643.0859 |
Avg Daily Profit (%) | -1.0287 | -0.0036 | -1.0251 | 0 | 0 | 0.2618 |
Buy And Hold Return (%) | 4772.1823 | 4772.1823 | 4772.1823 | 4772.1823 | 4772.1823 | 4772.1823 |
Max Trade Drawdown | -1953510 | -136947 | -1939239 | -22539193 | -15888225 | -11080120 |
Profit Factor | 0.184 | 0.971 | 0.0979 | 0.9365 | 0.221 | 1.7769 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 71 | 36 | 35 | 46 | 21 | 25 |
Losing Trades | 20 | 10 | 10 | 45 | 25 | 20 |
Profitability (%) | 78.022 | 78.2609 | 77.7778 | 50.5495 | 45.6522 | 55.5556 |
Ratio Avg Win / Avg Loss | 0.0518 | 0.2697 | 0.028 | 0.9162 | 0.263 | 1.4215 |
Largest Winning Trade | 43977 | 43977 | 23092 | 16983586 | 1139660 | 16983586 |
Largest Losing Trade | -1192844 | -59021 | -1192844 | -10449869 | -7018988 | -10449869 |
Avg Bars in Trades | 59 | 58 | 60 | 59 | 58 | 60 |
Avg Bars in Winners | 21 | 24 | 17 | 47 | 42 | 52 |
Avg Bars in Losers | 193 | 179 | 207 | 70 | 71 | 69 |
Bars Traded | 5382 | 2679 | 2703 | 5382 | 2679 | 2703 |
Profit Streak | 35.8386 | 141.1719 | 0 | 0 | 0 | 87.1719 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576081 | -575689 | -577111 | -580463 | -582395 | 314867 |
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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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