Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3400387.9557 | -184903.4482 | -3215484.5075 | -96739.6833 | 29226215.3326 | -29322955.0159 |
Total P&L (%) | -3400.388 | -184.9034 | -3215.4845 | -96.7397 | 29226.2153 | -29322.955 |
Avg Daily Profit (%) | -1.6642 | -0.0905 | -1.5737 | -0.1674 | 0.2784 | 0 |
Buy And Hold Return (%) | 2597.2619 | 2597.2619 | 2597.2619 | 2597.2619 | 2597.2619 | 2597.2619 |
Max Trade Drawdown | -3540909 | -231085 | -3336958 | -37707758 | -6744938 | -38064239 |
Profit Factor | 0.158 | 0.6009 | 0.1006 | 0.9983 | 3.6337 | 0.3447 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 121 | 51 | 70 | 105 | 52 | 53 |
Losing Trades | 49 | 34 | 15 | 65 | 33 | 32 |
Profitability (%) | 71.1765 | 60 | 82.3529 | 61.7647 | 61.1765 | 62.3529 |
Ratio Avg Win / Avg Loss | 0.064 | 0.4006 | 0.0215 | 0.618 | 2.306 | 0.2081 |
Largest Winning Trade | 15373 | 15373 | 12381 | 21373993 | 21373993 | 5537175 |
Largest Losing Trade | -1747689 | -76819 | -1747689 | -28068049 | -3076341 | -28068049 |
Avg Bars in Trades | 46 | 43 | 50 | 46 | 43 | 50 |
Avg Bars in Winners | 15 | 11 | 18 | 34 | 31 | 37 |
Avg Bars in Losers | 123 | 90 | 198 | 66 | 62 | 70 |
Bars Traded | 7959 | 3681 | 4278 | 7959 | 3681 | 4278 |
Profit Streak | 286.0283 | 412.0283 | 286.0283 | 286.0283 | 412.0283 | 286.0283 |
Trades During Streak | 4 | 6 | 2 | 4 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575772 | -578135 | -575740 | -576992 | 658676 | -578257 |
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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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