Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2779402.2106 | -32273.3555 | -2747128.8551 | -3189984.6773 | -38937760.4124 | 35747775.7351 |
Total P&L (%) | -2779.4022 | -32.2734 | -2747.1289 | -3189.9847 | -38937.7604 | 35747.7757 |
Avg Daily Profit (%) | -1.4864 | -0.0173 | -1.4691 | 0 | 0 | 0.315 |
Buy And Hold Return (%) | 4627.744 | 4627.744 | 4627.744 | 4627.744 | 4627.744 | 4627.744 |
Max Trade Drawdown | -2915677 | -131528 | -2834024 | -66103602 | -46682542 | -30945897 |
Profit Factor | 0.1914 | 0.909 | 0.1088 | 0.9726 | 0.4171 | 1.7177 |
Total Trades | 340 | 170 | 170 | 340 | 170 | 170 |
Winning Trades | 265 | 126 | 139 | 211 | 107 | 104 |
Losing Trades | 75 | 44 | 31 | 129 | 63 | 66 |
Profitability (%) | 77.9412 | 74.1176 | 81.7647 | 62.0588 | 62.9412 | 61.1765 |
Ratio Avg Win / Avg Loss | 0.0542 | 0.3174 | 0.0243 | 0.5947 | 0.2456 | 1.0901 |
Largest Winning Trade | 18852 | 18852 | 15330 | 42541424 | 2127353 | 42541424 |
Largest Losing Trade | -1929183 | -62277 | -1929183 | -25334719 | -22933697 | -25334719 |
Avg Bars in Trades | 65 | 63 | 66 | 65 | 63 | 66 |
Avg Bars in Winners | 12 | 13 | 11 | 50 | 39 | 61 |
Avg Bars in Losers | 251 | 207 | 313 | 88 | 103 | 74 |
Bars Traded | 22148 | 10782 | 11366 | 22148 | 10782 | 11366 |
Profit Streak | 0 | 83.8296 | 0 | 49.3296 | 0 | 49.7463 |
Trades During Streak | 0 | 6 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575378 | -575816 | -576104 | -576873 | -578765 | 486481 |
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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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