Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2001688.5683 | -65246.0425 | -1936442.5258 | -692522.0282 | -24763637.0734 | 24071115.0452 |
Total P&L (%) | -2001.6886 | -65.246 | -1936.4425 | -692.522 | -24763.6371 | 24071.115 |
Avg Daily Profit (%) | -1.0656 | -0.0347 | -1.0308 | 0 | 0 | 0.2926 |
Buy And Hold Return (%) | 324.4314 | 324.4314 | 324.4314 | 324.4314 | 324.4314 | 324.4314 |
Max Trade Drawdown | -2137642 | -259137 | -2016241 | -37398566 | -40479996 | -5752535 |
Profit Factor | 0.296 | 0.8718 | 0.1704 | 0.9899 | 0.5369 | 2.6161 |
Total Trades | 207 | 104 | 103 | 207 | 104 | 103 |
Winning Trades | 156 | 73 | 83 | 127 | 56 | 71 |
Losing Trades | 51 | 31 | 20 | 80 | 48 | 32 |
Profitability (%) | 75.3623 | 70.1923 | 80.5825 | 61.3527 | 53.8462 | 68.932 |
Ratio Avg Win / Avg Loss | 0.0968 | 0.3702 | 0.0411 | 0.6235 | 0.4602 | 1.1791 |
Largest Winning Trade | 25100 | 25100 | 23004 | 13423968 | 6540651 | 13423968 |
Largest Losing Trade | -1340953 | -64980 | -1340953 | -21264372 | -21264372 | -3693085 |
Avg Bars in Trades | 17 | 21 | 14 | 17 | 21 | 14 |
Avg Bars in Winners | 6 | 5 | 7 | 11 | 12 | 11 |
Avg Bars in Losers | 52 | 56 | 46 | 28 | 31 | 23 |
Bars Traded | 3718 | 2186 | 1532 | 3718 | 2186 | 1532 |
Profit Streak | 3.9482 | 3.9482 | 14.4482 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575936 | -578150 | -575964 | -577944 | -580278 | 555729 |
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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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