Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2574993.2819 | -84983.3474 | -2490009.9345 | -99746.6487 | 3482208.5131 | -3581955.1618 |
Total P&L (%) | -2574.9933 | -84.9833 | -2490.0099 | -99.7466 | 3482.2085 | -3581.9552 |
Avg Daily Profit (%) | -1.1083 | -0.0366 | -1.0717 | -0.257 | 0.1541 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2766056 | -247772 | -2596512 | -21580500 | -5232907 | -21082484 |
Profit Factor | 0.2501 | 0.8391 | 0.143 | 0.9969 | 1.3611 | 0.8417 |
Total Trades | 217 | 108 | 109 | 217 | 108 | 109 |
Winning Trades | 169 | 82 | 87 | 147 | 70 | 77 |
Losing Trades | 48 | 26 | 22 | 70 | 38 | 32 |
Profitability (%) | 77.8802 | 75.9259 | 79.8165 | 67.7419 | 64.8148 | 70.6422 |
Ratio Avg Win / Avg Loss | 0.071 | 0.2661 | 0.0362 | 0.4747 | 0.7389 | 0.3498 |
Largest Winning Trade | 23732 | 23732 | 17187 | 5032616 | 2176373 | 5032616 |
Largest Losing Trade | -2183492 | -83316 | -2183492 | -16721186 | -5232907 | -16721186 |
Avg Bars in Trades | 29 | 35 | 24 | 29 | 35 | 24 |
Avg Bars in Winners | 7 | 7 | 7 | 11 | 10 | 11 |
Avg Bars in Losers | 107 | 121 | 91 | 69 | 80 | 55 |
Bars Traded | 6488 | 3803 | 2685 | 6488 | 3803 | 2685 |
Profit Streak | 6.5636 | 6.5636 | 133.5636 | 6.5636 | 6.5636 | 133.5636 |
Trades During Streak | 5 | 2 | 15 | 5 | 2 | 15 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574065 | -576242 | -574930 | -575379 | 333128 | -576119 |
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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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