Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2856694.2777 | -1691.9341 | -2855002.3435 | -6774678.1361 | -40789948.7382 | 34015270.602 |
Total P&L (%) | -2856.6943 | -1.6919 | -2855.0023 | -6774.6781 | -40789.9487 | 34015.2706 |
Avg Daily Profit (%) | -1.5285 | -0.0009 | -1.5276 | 0 | 0 | 0.3125 |
Buy And Hold Return (%) | 7394.9976 | 7394.9976 | 7394.9976 | 7394.9976 | 7394.9976 | 7394.9976 |
Max Trade Drawdown | -2978936 | -127380 | -2914383 | -75889882 | -54449584 | -33677543 |
Profit Factor | 0.1718 | 0.9941 | 0.0974 | 0.9474 | 0.4464 | 1.6179 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 159 | 78 | 81 | 118 | 55 | 63 |
Losing Trades | 45 | 24 | 21 | 86 | 47 | 39 |
Profitability (%) | 77.9412 | 76.4706 | 79.4118 | 57.8431 | 53.9216 | 61.7647 |
Ratio Avg Win / Avg Loss | 0.0486 | 0.3059 | 0.0252 | 0.6905 | 0.3815 | 1.0016 |
Largest Winning Trade | 13436 | 13436 | 13369 | 35520686 | 5106555 | 35520686 |
Largest Losing Trade | -2064142 | -61180 | -2064142 | -29029276 | -26219739 | -29029276 |
Avg Bars in Trades | 34 | 32 | 35 | 34 | 32 | 35 |
Avg Bars in Winners | 10 | 12 | 7 | 26 | 23 | 29 |
Avg Bars in Losers | 118 | 98 | 141 | 43 | 43 | 43 |
Bars Traded | 6937 | 3359 | 3577 | 6937 | 3359 | 3577 |
Profit Streak | 52.936 | 86.436 | 52.936 | 0 | 0 | 0 |
Trades During Streak | 3 | 7 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574679 | -575811 | -576406 | -578693 | -580552 | 378181 |
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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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