Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3614889.6481 | -229572.8443 | -3385316.8039 | -99638.3453 | 23228793.6242 | -23328431.9696 |
Total P&L (%) | -3614.8896 | -229.5728 | -3385.3168 | -99.6383 | 23228.7936 | -23328.432 |
Avg Daily Profit (%) | -1.7692 | -0.1124 | -1.6568 | -0.2748 | 0.2672 | 0 |
Buy And Hold Return (%) | 3291.8526 | 3291.8526 | 3291.8526 | 3291.8526 | 3291.8526 | 3291.8526 |
Max Trade Drawdown | -3661279 | -312703 | -3481708 | -36849139 | -3682370 | -33166769 |
Profit Factor | 0.1494 | 0.5677 | 0.0897 | 0.9977 | 5.6703 | 0.3769 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 130 | 60 | 70 | 102 | 52 | 50 |
Losing Trades | 47 | 28 | 19 | 75 | 36 | 39 |
Profitability (%) | 73.4463 | 68.1818 | 78.6517 | 57.6271 | 59.0909 | 56.1798 |
Ratio Avg Win / Avg Loss | 0.054 | 0.2649 | 0.0243 | 0.7336 | 3.9256 | 0.2939 |
Largest Winning Trade | 19647 | 19647 | 15463 | 11101741 | 11101741 | 4777984 |
Largest Losing Trade | -1722017 | -79044 | -1722017 | -31553999 | -2935664 | -31553999 |
Avg Bars in Trades | 44 | 47 | 41 | 44 | 47 | 41 |
Avg Bars in Winners | 12 | 11 | 12 | 32 | 35 | 29 |
Avg Bars in Losers | 134 | 123 | 149 | 60 | 64 | 57 |
Bars Traded | 7893 | 4183 | 3709 | 7893 | 4183 | 3709 |
Profit Streak | 0 | 325.0631 | 0 | 0 | 325.0631 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576811 | -577496 | -577102 | -578862 | 674075 | -580293 |
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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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