Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2552132.863 | -9119.1838 | -2543013.6792 | -3026221.7156 | -35470286.3883 | 32444064.6727 |
Total P&L (%) | -2552.1329 | -9.1192 | -2543.0137 | -3026.2217 | -35470.2864 | 32444.0647 |
Avg Daily Profit (%) | -1.365 | -0.0049 | -1.3601 | 0 | 0 | 0.3099 |
Buy And Hold Return (%) | 6659.871 | 6659.871 | 6659.871 | 6659.871 | 6659.871 | 6659.871 |
Max Trade Drawdown | -2649334 | -137746 | -2616474 | -53653094 | -42634762 | -21060947 |
Profit Factor | 0.1968 | 0.9704 | 0.1136 | 0.9666 | 0.3822 | 1.9799 |
Total Trades | 227 | 114 | 113 | 227 | 114 | 113 |
Winning Trades | 177 | 84 | 93 | 128 | 58 | 70 |
Losing Trades | 50 | 30 | 20 | 99 | 56 | 43 |
Profitability (%) | 77.9736 | 73.6842 | 82.3009 | 56.3877 | 50.8772 | 61.9469 |
Ratio Avg Win / Avg Loss | 0.0556 | 0.3466 | 0.0244 | 0.7476 | 0.369 | 1.2162 |
Largest Winning Trade | 21036 | 15670 | 21036 | 29832892 | 1955813 | 29832892 |
Largest Losing Trade | -1762739 | -60379 | -1762739 | -17397247 | -17397247 | -15903047 |
Avg Bars in Trades | 31 | 25 | 37 | 31 | 25 | 37 |
Avg Bars in Winners | 8 | 8 | 8 | 25 | 15 | 34 |
Avg Bars in Losers | 111 | 72 | 169 | 38 | 35 | 42 |
Bars Traded | 7090 | 2870 | 4220 | 7090 | 2870 | 4220 |
Profit Streak | 0 | 0 | 52.7284 | 49.2284 | 50.4784 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575963 | -577403 | -576078 | -578198 | -580073 | 413089 |
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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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