Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3633542.2715 | -147917.1969 | -3485625.0746 | 4167265.3119 | -44118118.305 | 48285383.6169 |
Total P&L (%) | -3633.5423 | -147.9172 | -3485.6251 | 4167.2653 | -44118.1183 | 48285.3836 |
Avg Daily Profit (%) | -2.0271 | -0.0825 | -1.9446 | 0.2096 | 0 | 0.3455 |
Buy And Hold Return (%) | 221.9958 | 221.9958 | 221.9958 | 221.9958 | 221.9958 | 221.9958 |
Max Trade Drawdown | -3792336 | -216739 | -2451385 | -42630495 | -45521032 | -6229490 |
Profit Factor | 0.1422 | 0.6698 | 0.0798 | 1.0598 | 0.2247 | 4.7753 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 123 | 54 | 69 | 118 | 53 | 65 |
Losing Trades | 69 | 42 | 27 | 73 | 43 | 30 |
Profitability (%) | 64.0625 | 56.25 | 71.875 | 61.4583 | 55.2083 | 67.7083 |
Ratio Avg Win / Avg Loss | 0.0798 | 0.521 | 0.0312 | 0.6556 | 0.1823 | 2.204 |
Largest Winning Trade | 25280 | 25280 | 19071 | 46062740 | 1164494 | 46062740 |
Largest Losing Trade | -2427643 | -54325 | -2427643 | -18355063 | -18355063 | -4518839 |
Avg Bars in Trades | 17 | 19 | 16 | 17 | 19 | 16 |
Avg Bars in Winners | 8 | 10 | 6 | 10 | 9 | 11 |
Avg Bars in Losers | 34 | 30 | 41 | 29 | 30 | 27 |
Bars Traded | 3428 | 1828 | 1600 | 3428 | 1828 | 1600 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577671 | -579988 | -577684 | -145535 | -580123 | 700713 |
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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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