Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2748513.2036 | -64506.1357 | -2684007.068 | -2198864.3467 | -22757368.273 | 20558503.9264 |
Total P&L (%) | -2748.5132 | -64.5061 | -2684.0071 | -2198.8643 | -22757.3683 | 20558.5039 |
Avg Daily Profit (%) | -1.4803 | -0.0347 | -1.4455 | 0 | 0 | 0.2875 |
Buy And Hold Return (%) | 5191.2941 | 5191.2941 | 5191.2941 | 5191.2941 | 5191.2941 | 5191.2941 |
Max Trade Drawdown | -2819321 | -135507 | -2739971 | -37000531 | -26884589 | -14731671 |
Profit Factor | 0.1615 | 0.7961 | 0.0937 | 0.9627 | 0.35 | 1.8559 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 151 | 74 | 77 | 112 | 54 | 58 |
Losing Trades | 42 | 23 | 19 | 81 | 43 | 38 |
Profitability (%) | 78.2383 | 76.2887 | 80.2083 | 58.0311 | 55.6701 | 60.4167 |
Ratio Avg Win / Avg Loss | 0.0449 | 0.2474 | 0.0231 | 0.6963 | 0.2787 | 1.2159 |
Largest Winning Trade | 16950 | 16950 | 13025 | 23169108 | 1836412 | 23169108 |
Largest Losing Trade | -1858368 | -61339 | -1858368 | -13504687 | -13504687 | -12533559 |
Avg Bars in Trades | 111 | 111 | 112 | 111 | 111 | 112 |
Avg Bars in Winners | 29 | 35 | 24 | 90 | 83 | 96 |
Avg Bars in Losers | 406 | 354 | 468 | 141 | 145 | 136 |
Bars Traded | 21572 | 10776 | 10796 | 21572 | 10776 | 10796 |
Profit Streak | 41.0934 | 74.01 | 0 | 0 | 0 | 64.8434 |
Trades During Streak | 1 | 5 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575557 | -575915 | -576889 | -578726 | -580338 | 379814 |
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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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