Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3046083.5144 | -59778.9227 | -2986304.5917 | -2828801.6883 | -34132243.3239 | 31303441.6356 |
Total P&L (%) | -3046.0835 | -59.7789 | -2986.3046 | -2828.8017 | -34132.2433 | 31303.4416 |
Avg Daily Profit (%) | -1.6301 | -0.032 | -1.5981 | 0 | 0 | 0.3082 |
Buy And Hold Return (%) | 7444.5497 | 7444.5497 | 7444.5497 | 7444.5497 | 7444.5497 | 7444.5497 |
Max Trade Drawdown | -3127299 | -126969 | -3055536 | -42189598 | -39107202 | -16639292 |
Profit Factor | 0.1727 | 0.8129 | 0.1119 | 0.9657 | 0.3395 | 2.019 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 163 | 75 | 88 | 124 | 58 | 66 |
Losing Trades | 61 | 37 | 24 | 100 | 54 | 46 |
Profitability (%) | 72.7679 | 66.9643 | 78.5714 | 55.3571 | 51.7857 | 58.9286 |
Ratio Avg Win / Avg Loss | 0.0646 | 0.401 | 0.0305 | 0.7788 | 0.3161 | 1.4072 |
Largest Winning Trade | 20463 | 10825 | 20463 | 26708602 | 1865943 | 26708602 |
Largest Losing Trade | -2087108 | -60774 | -2087108 | -16487374 | -16487374 | -9743007 |
Avg Bars in Trades | 24 | 16 | 31 | 24 | 16 | 31 |
Avg Bars in Winners | 7 | 4 | 10 | 21 | 11 | 30 |
Avg Bars in Losers | 66 | 41 | 106 | 27 | 23 | 31 |
Bars Traded | 5376 | 1891 | 3485 | 5376 | 1891 | 3485 |
Profit Streak | 51.748 | 89.4147 | 51.748 | 0 | 0 | 0 |
Trades During Streak | 3 | 4 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574964 | -577152 | -576489 | -578633 | -580525 | 379760 |
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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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