Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3397876.4562 | -44127.3848 | -3353749.0714 | -7651060.5997 | -69436373.8323 | 61785313.2326 |
Total P&L (%) | -3397.8765 | -44.1274 | -3353.7491 | -7651.0606 | -69436.3738 | 61785.3132 |
Avg Daily Profit (%) | -1.8183 | -0.0236 | -1.7947 | 0 | 0 | 0.3446 |
Buy And Hold Return (%) | 5187.2902 | 5187.2902 | 5187.2902 | 5187.2902 | 5187.2902 | 5187.2902 |
Max Trade Drawdown | -3567256 | -137166 | -3455725 | -103391625 | -73528855 | -43960133 |
Profit Factor | 0.155 | 0.87 | 0.0891 | 0.9559 | 0.3039 | 1.8382 |
Total Trades | 261 | 131 | 130 | 261 | 131 | 130 |
Winning Trades | 196 | 97 | 99 | 151 | 73 | 78 |
Losing Trades | 65 | 34 | 31 | 110 | 58 | 52 |
Profitability (%) | 75.0958 | 74.0458 | 76.1538 | 57.8544 | 55.7252 | 60 |
Ratio Avg Win / Avg Loss | 0.0514 | 0.305 | 0.0279 | 0.6963 | 0.2415 | 1.2255 |
Largest Winning Trade | 18630 | 18630 | 14509 | 83608780 | 3799655 | 83608780 |
Largest Losing Trade | -2587083 | -61377 | -2587083 | -38232009 | -37351375 | -38232009 |
Avg Bars in Trades | 41 | 41 | 41 | 41 | 41 | 41 |
Avg Bars in Winners | 10 | 12 | 8 | 32 | 26 | 37 |
Avg Bars in Losers | 133 | 123 | 145 | 54 | 60 | 46 |
Bars Traded | 10788 | 5419 | 5369 | 10788 | 5419 | 5369 |
Profit Streak | 49.71 | 49.71 | 53.3766 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574582 | -576173 | -575911 | -578394 | -580242 | 458544 |
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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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