Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2756525.2825 | -32273.3555 | -2724251.927 | -4106563.2753 | -38937760.4124 | 34831197.1371 |
Total P&L (%) | -2756.5253 | -32.2734 | -2724.2519 | -4106.5633 | -38937.7604 | 34831.1971 |
Avg Daily Profit (%) | -1.4839 | -0.0174 | -1.4665 | 0 | 0 | 0.3157 |
Buy And Hold Return (%) | 5117.3436 | 5117.3436 | 5117.3436 | 5117.3436 | 5117.3436 | 5117.3436 |
Max Trade Drawdown | -2915677 | -131528 | -2822547 | -66103602 | -46682542 | -30945897 |
Profit Factor | 0.1926 | 0.909 | 0.1096 | 0.9648 | 0.4171 | 1.6993 |
Total Trades | 339 | 170 | 169 | 339 | 170 | 169 |
Winning Trades | 265 | 126 | 139 | 210 | 107 | 103 |
Losing Trades | 74 | 44 | 30 | 129 | 63 | 66 |
Profitability (%) | 78.1711 | 74.1176 | 82.2485 | 61.9469 | 62.9412 | 60.9467 |
Ratio Avg Win / Avg Loss | 0.0538 | 0.3174 | 0.0237 | 0.5927 | 0.2456 | 1.0889 |
Largest Winning Trade | 18852 | 18852 | 15330 | 42541424 | 2127353 | 42541424 |
Largest Losing Trade | -1929183 | -62277 | -1929183 | -25334719 | -22933697 | -25334719 |
Avg Bars in Trades | 63 | 63 | 63 | 63 | 63 | 63 |
Avg Bars in Winners | 12 | 13 | 11 | 48 | 39 | 56 |
Avg Bars in Losers | 246 | 207 | 304 | 88 | 103 | 74 |
Bars Traded | 21574 | 10782 | 10792 | 21574 | 10782 | 10792 |
Profit Streak | 42.2116 | 70.6283 | 42.2116 | 0 | 0 | 0 |
Trades During Streak | 7 | 6 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573756 | -575785 | -574639 | -577456 | -578765 | 459194 |
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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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