Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2879483.9288 | -28376.5094 | -2851107.4193 | -4189363.1192 | -32780090.5266 | 28590727.4074 |
Total P&L (%) | -2879.4839 | -28.3765 | -2851.1074 | -4189.3631 | -32780.0905 | 28590.7274 |
Avg Daily Profit (%) | -1.5398 | -0.0152 | -1.5247 | 0 | 0 | 0.3031 |
Buy And Hold Return (%) | 7110.2043 | 7110.2043 | 7110.2043 | 7110.2043 | 7110.2043 | 7110.2043 |
Max Trade Drawdown | -2997435 | -140572 | -2910106 | -55576377 | -38874051 | -25064894 |
Profit Factor | 0.1516 | 0.8964 | 0.0862 | 0.9534 | 0.3556 | 1.7314 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 145 | 71 | 74 | 100 | 47 | 53 |
Losing Trades | 39 | 21 | 18 | 84 | 45 | 39 |
Profitability (%) | 78.8043 | 77.1739 | 80.4348 | 54.3478 | 51.087 | 57.6087 |
Ratio Avg Win / Avg Loss | 0.0408 | 0.2651 | 0.021 | 0.8009 | 0.3405 | 1.274 |
Largest Winning Trade | 15329 | 10995 | 15329 | 35333468 | 3050210 | 35333468 |
Largest Losing Trade | -2064142 | -59179 | -2064142 | -22749314 | -18349345 | -22749314 |
Avg Bars in Trades | 37 | 36 | 38 | 37 | 36 | 38 |
Avg Bars in Winners | 10 | 12 | 8 | 28 | 21 | 34 |
Avg Bars in Losers | 139 | 117 | 164 | 48 | 51 | 44 |
Bars Traded | 6933 | 3362 | 3572 | 6933 | 3362 | 3572 |
Profit Streak | 50.0965 | 50.0965 | 53.8465 | 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 | -575089 | -576721 | -576314 | -579250 | -580945 | 344303 |
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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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