Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2840831.3257 | -32553.2673 | -2808278.0584 | -9094990.2387 | 4127970.4858 | -13222960.7246 |
Total P&L (%) | -2840.8313 | -32.5533 | -2808.2781 | -9094.9902 | 4127.9705 | -13222.9607 |
Avg Daily Profit (%) | -1.5848 | -0.0182 | -1.5667 | 0 | 0.2091 | 0 |
Buy And Hold Return (%) | 316.2218 | 316.2218 | 316.2218 | 316.2218 | 316.2218 | 316.2218 |
Max Trade Drawdown | -3122075 | -126946 | -3083166 | -11447482 | -3788917 | -14452100 |
Profit Factor | 0.2184 | 0.892 | 0.1575 | 0.8043 | 1.2844 | 0.5861 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 96 | 40 | 56 | 86 | 52 | 34 |
Losing Trades | 82 | 49 | 33 | 92 | 37 | 55 |
Profitability (%) | 53.9326 | 44.9438 | 62.9213 | 48.3146 | 58.427 | 38.2022 |
Ratio Avg Win / Avg Loss | 0.1866 | 1.0926 | 0.0928 | 0.8604 | 0.9139 | 0.9482 |
Largest Winning Trade | 30812 | 24895 | 30812 | 6511508 | 2475324 | 6511508 |
Largest Losing Trade | -3083166 | -44464 | -3083166 | -4843992 | -1652316 | -4843992 |
Avg Bars in Trades | 35 | 21 | 50 | 35 | 21 | 50 |
Avg Bars in Winners | 31 | 16 | 41 | 33 | 24 | 46 |
Avg Bars in Losers | 41 | 25 | 65 | 38 | 16 | 52 |
Bars Traded | 6375 | 1904 | 4471 | 6375 | 1904 | 4471 |
Profit Streak | 0 | 0 | 0 | 7.7585 | 58.5085 | 7.7585 |
Trades During Streak | 0 | 0 | 0 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579335 | -581116 | -579141 | -578893 | 304910 | -584545 |
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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) |
---|