Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2688297.9601 | -38838.3228 | -2649459.6373 | -3887171.1743 | -30222914.3133 | 26335743.139 |
Total P&L (%) | -2688.298 | -38.8383 | -2649.4596 | -3887.1712 | -30222.9143 | 26335.7431 |
Avg Daily Profit (%) | -1.4391 | -0.0208 | -1.4183 | 0 | 0 | 0.299 |
Buy And Hold Return (%) | 4691.2728 | 4691.2728 | 4691.2728 | 4691.2728 | 4691.2728 | 4691.2728 |
Max Trade Drawdown | -2817121 | -133167 | -2734678 | -51457609 | -37358119 | -20339567 |
Profit Factor | 0.1764 | 0.877 | 0.1013 | 0.9531 | 0.385 | 1.7811 |
Total Trades | 229 | 115 | 114 | 229 | 115 | 114 |
Winning Trades | 183 | 88 | 95 | 142 | 68 | 74 |
Losing Trades | 46 | 27 | 19 | 87 | 47 | 40 |
Profitability (%) | 79.9127 | 76.5217 | 83.3333 | 62.0087 | 59.1304 | 64.9123 |
Ratio Avg Win / Avg Loss | 0.0443 | 0.2691 | 0.0203 | 0.5839 | 0.2661 | 0.9628 |
Largest Winning Trade | 20442 | 20442 | 13814 | 30952153 | 2104571 | 30952153 |
Largest Losing Trade | -1858368 | -62114 | -1858368 | -19716751 | -19716751 | -16933795 |
Avg Bars in Trades | 94 | 94 | 94 | 94 | 94 | 94 |
Avg Bars in Winners | 22 | 25 | 19 | 67 | 59 | 75 |
Avg Bars in Losers | 381 | 318 | 470 | 137 | 144 | 128 |
Bars Traded | 21571 | 10817 | 10754 | 21571 | 10817 | 10754 |
Profit Streak | 53.664 | 86.5807 | 53.664 | 0 | 0 | 0 |
Trades During Streak | 3 | 7 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574295 | -575771 | -575975 | -578022 | -579842 | 368705 |
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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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