Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2656973.9272 | -46810.0598 | -2610163.8674 | -2552152.6862 | -25342582.9323 | 22790430.2461 |
Total P&L (%) | -2656.9739 | -46.8101 | -2610.1639 | -2552.1527 | -25342.5829 | 22790.4302 |
Avg Daily Profit (%) | -1.4222 | -0.0251 | -1.3971 | 0 | 0 | 0.2912 |
Buy And Hold Return (%) | 4502.3675 | 4502.3675 | 4502.3675 | 4502.3675 | 4502.3675 | 4502.3675 |
Max Trade Drawdown | -2758746 | -127135 | -2678417 | -45208515 | -30992848 | -20657160 |
Profit Factor | 0.1764 | 0.8526 | 0.1026 | 0.9657 | 0.4025 | 1.7122 |
Total Trades | 217 | 109 | 108 | 217 | 109 | 108 |
Winning Trades | 169 | 81 | 88 | 130 | 62 | 68 |
Losing Trades | 48 | 28 | 20 | 87 | 47 | 40 |
Profitability (%) | 77.8802 | 74.3119 | 81.4815 | 59.9078 | 56.8807 | 62.963 |
Ratio Avg Win / Avg Loss | 0.0501 | 0.2947 | 0.0233 | 0.6463 | 0.3051 | 1.0072 |
Largest Winning Trade | 23253 | 23253 | 12279 | 25621602 | 2112399 | 25621602 |
Largest Losing Trade | -1801299 | -61180 | -1801299 | -17809461 | -15571742 | -17809461 |
Avg Bars in Trades | 33 | 33 | 33 | 33 | 33 | 33 |
Avg Bars in Winners | 8 | 9 | 7 | 24 | 20 | 27 |
Avg Bars in Losers | 120 | 100 | 148 | 46 | 49 | 42 |
Bars Traded | 7194 | 3604 | 3590 | 7194 | 3604 | 3590 |
Profit Streak | 52.3162 | 85.5662 | 52.3162 | 0 | 0 | 0 |
Trades During Streak | 3 | 7 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574617 | -576071 | -576170 | -578357 | -580150 | 398625 |
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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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