Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3330770.2199 | -81989.3028 | -3248780.9171 | -106674.6167 | -17533045.487 | 17426370.8703 |
Total P&L (%) | -3330.7702 | -81.9893 | -3248.7809 | -106.6746 | -17533.0455 | 17426.3709 |
Avg Daily Profit (%) | -1.6301 | -0.0401 | -1.59 | 0 | 0 | 0.2532 |
Buy And Hold Return (%) | 2956.8182 | 2956.8182 | 2956.8182 | 2956.8182 | 2956.8182 | 2956.8182 |
Max Trade Drawdown | -3484673 | -117078 | -3395403 | -30127281 | -21288612 | -17226948 |
Profit Factor | 0.2276 | 0.8162 | 0.1597 | 0.9983 | 0.4716 | 1.5735 |
Total Trades | 273 | 137 | 136 | 273 | 137 | 136 |
Winning Trades | 205 | 93 | 112 | 144 | 67 | 77 |
Losing Trades | 68 | 44 | 24 | 129 | 70 | 59 |
Profitability (%) | 75.0916 | 67.8832 | 82.3529 | 52.7473 | 48.9051 | 56.6176 |
Ratio Avg Win / Avg Loss | 0.0755 | 0.3862 | 0.0342 | 0.8943 | 0.4928 | 1.2057 |
Largest Winning Trade | 21588 | 17765 | 21588 | 16622680 | 2165844 | 16622680 |
Largest Losing Trade | -1748569 | -67791 | -1748569 | -17526188 | -17526188 | -13405136 |
Avg Bars in Trades | 29 | 14 | 44 | 29 | 14 | 44 |
Avg Bars in Winners | 12 | 6 | 17 | 29 | 13 | 43 |
Avg Bars in Losers | 80 | 32 | 168 | 29 | 15 | 45 |
Bars Traded | 8029 | 2013 | 6016 | 8029 | 2013 | 6016 |
Profit Streak | 0 | 0 | 277.3457 | 262.0957 | 275.8457 | 0 |
Trades During Streak | 0 | 0 | 3 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575819 | -578373 | -575226 | -578126 | -580147 | 366270 |
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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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