Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2827825.4852 | -87887.1568 | -2739938.3283 | -100366.6856 | -21893907.1233 | 21793540.4377 |
Total P&L (%) | -2827.8255 | -87.8872 | -2739.9383 | -100.3667 | -21893.9071 | 21793.5404 |
Avg Daily Profit (%) | -1.384 | -0.043 | -1.341 | 0 | 0 | 0.2641 |
Buy And Hold Return (%) | 2714.4869 | 2714.4869 | 2714.4869 | 2714.4869 | 2714.4869 | 2714.4869 |
Max Trade Drawdown | -3046467 | -285861 | -2911425 | -106166576 | -38513278 | -68234895 |
Profit Factor | 0.2506 | 0.8528 | 0.1374 | 0.9991 | 0.4744 | 1.2971 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 143 | 68 | 75 | 103 | 50 | 53 |
Losing Trades | 49 | 28 | 21 | 89 | 46 | 43 |
Profitability (%) | 74.4792 | 70.8333 | 78.125 | 53.6458 | 52.0833 | 55.2083 |
Ratio Avg Win / Avg Loss | 0.0859 | 0.3512 | 0.0385 | 0.8633 | 0.4364 | 1.0524 |
Largest Winning Trade | 44021 | 44021 | 21205 | 55884391 | 6011817 | 55884391 |
Largest Losing Trade | -1856635 | -66778 | -1856635 | -59074343 | -13855737 | -59074343 |
Avg Bars in Trades | 41 | 43 | 39 | 41 | 43 | 39 |
Avg Bars in Winners | 15 | 14 | 15 | 39 | 43 | 35 |
Avg Bars in Losers | 118 | 113 | 124 | 44 | 44 | 44 |
Bars Traded | 7986 | 4209 | 3777 | 7986 | 4209 | 3777 |
Profit Streak | 281.628 | 402.628 | 281.628 | 0 | 0 | 0 |
Trades During Streak | 2 | 8 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575630 | -576663 | -576563 | -579300 | -580805 | 325032 |
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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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