Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2916932.1513 | -79303.5538 | -2837628.5975 | -100265.2136 | -18444000.8467 | 18343735.6332 |
Total P&L (%) | -2916.9322 | -79.3036 | -2837.6286 | -100.2652 | -18444.0008 | 18343.7356 |
Avg Daily Profit (%) | -1.4275 | -0.0388 | -1.3887 | 0 | 0 | 0.2557 |
Buy And Hold Return (%) | 3180.4878 | 3180.4878 | 3180.4878 | 3180.4878 | 3180.4878 | 3180.4878 |
Max Trade Drawdown | -2981526 | -271280 | -2924151 | -66760239 | -26566804 | -42373873 |
Profit Factor | 0.2375 | 0.8567 | 0.1327 | 0.9986 | 0.3332 | 1.3999 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 133 | 62 | 71 | 99 | 49 | 50 |
Losing Trades | 52 | 30 | 22 | 86 | 43 | 43 |
Profitability (%) | 71.8919 | 67.3913 | 76.3441 | 53.5135 | 53.2609 | 53.7634 |
Ratio Avg Win / Avg Loss | 0.0928 | 0.4145 | 0.0411 | 0.8675 | 0.2924 | 1.2039 |
Largest Winning Trade | 40259 | 40259 | 27753 | 52114204 | 1775072 | 52114204 |
Largest Losing Trade | -1953127 | -76998 | -1953127 | -32032928 | -6655634 | -32032928 |
Avg Bars in Trades | 31 | 34 | 29 | 31 | 34 | 29 |
Avg Bars in Winners | 9 | 9 | 9 | 29 | 33 | 25 |
Avg Bars in Losers | 89 | 85 | 96 | 34 | 35 | 34 |
Bars Traded | 5917 | 3149 | 2768 | 5917 | 3149 | 2768 |
Profit Streak | 0 | 402.6461 | 0 | 308.6461 | 0 | 310.6461 |
Trades During Streak | 0 | 8 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576971 | -577120 | -577113 | -578766 | -580663 | 339612 |
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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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