Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2769711.7583 | -37883.2985 | -2731828.4598 | -3448647.6239 | -38957110.0863 | 35508462.4624 |
Total P&L (%) | -2769.7118 | -37.8833 | -2731.8285 | -3448.6476 | -38957.1101 | 35508.4625 |
Avg Daily Profit (%) | -1.4846 | -0.0203 | -1.4643 | 0 | 0 | 0.3154 |
Buy And Hold Return (%) | 5544.7019 | 5544.7019 | 5544.7019 | 5544.7019 | 5544.7019 | 5544.7019 |
Max Trade Drawdown | -2925177 | -133448 | -2828655 | -64448730 | -46581922 | -28633767 |
Profit Factor | 0.1915 | 0.8937 | 0.1099 | 0.9694 | 0.4062 | 1.7533 |
Total Trades | 331 | 166 | 165 | 331 | 166 | 165 |
Winning Trades | 261 | 126 | 135 | 206 | 105 | 101 |
Losing Trades | 70 | 40 | 30 | 125 | 61 | 64 |
Profitability (%) | 78.852 | 75.9036 | 81.8182 | 62.2357 | 63.253 | 61.2121 |
Ratio Avg Win / Avg Loss | 0.0514 | 0.2837 | 0.0244 | 0.5882 | 0.236 | 1.111 |
Largest Winning Trade | 18852 | 18852 | 15330 | 42694556 | 2135010 | 42694556 |
Largest Losing Trade | -1929183 | -62286 | -1929183 | -23016249 | -23016249 | -22875297 |
Avg Bars in Trades | 65 | 64 | 65 | 65 | 64 | 65 |
Avg Bars in Winners | 13 | 14 | 11 | 48 | 41 | 57 |
Avg Bars in Losers | 259 | 224 | 306 | 91 | 105 | 78 |
Bars Traded | 21574 | 10778 | 10796 | 21574 | 10778 | 10796 |
Profit Streak | 50.2071 | 78.6238 | 50.2071 | 0 | 0 | 0 |
Trades During Streak | 5 | 5 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573756 | -575642 | -575135 | -577461 | -578745 | 453675 |
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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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