Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2776137.1385 | -126948.8302 | -2649188.3083 | -103196.4032 | 21563370.1045 | -21666566.5077 |
Total P&L (%) | -2776.1371 | -126.9488 | -2649.1883 | -103.1964 | 21563.3701 | -21666.5665 |
Avg Daily Profit (%) | -1.3591 | -0.0621 | -1.2969 | 0 | 0.2636 | 0 |
Buy And Hold Return (%) | 3087.7849 | 3087.7849 | 3087.7849 | 3087.7849 | 3087.7849 | 3087.7849 |
Max Trade Drawdown | -2865007 | -182539 | -2740831 | -42399684 | -6432438 | -35967245 |
Profit Factor | 0.1654 | 0.6844 | 0.094 | 0.998 | 3.1079 | 0.4857 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 134 | 65 | 69 | 62 | 30 | 32 |
Losing Trades | 33 | 18 | 15 | 105 | 53 | 52 |
Profitability (%) | 80.2395 | 78.3133 | 82.1429 | 37.1257 | 36.1446 | 38.0952 |
Ratio Avg Win / Avg Loss | 0.0407 | 0.1895 | 0.0204 | 1.6902 | 5.4905 | 0.7893 |
Largest Winning Trade | 20609 | 20609 | 18797 | 17260672 | 17260672 | 7970972 |
Largest Losing Trade | -1548060 | -76440 | -1548060 | -30133473 | -2819974 | -30133473 |
Avg Bars in Trades | 71 | 80 | 62 | 71 | 80 | 62 |
Avg Bars in Winners | 15 | 15 | 15 | 108 | 132 | 86 |
Avg Bars in Losers | 296 | 314 | 276 | 48 | 50 | 46 |
Bars Traded | 11876 | 6667 | 5209 | 11876 | 6667 | 5209 |
Profit Streak | 290.5093 | 409.676 | 290.5093 | 0 | 0 | 0 |
Trades During Streak | 2 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574745 | -575822 | -576144 | -582132 | 316391 | -585736 |
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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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