Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2600727.3933 | 11725.7738 | -2612453.1671 | 609151.9465 | -38413195.8779 | 39022347.8244 |
Total P&L (%) | -2600.7274 | 11.7258 | -2612.4532 | 609.1519 | -38413.1959 | 39022.3478 |
Avg Daily Profit (%) | -1.3936 | 0.0063 | -1.3999 | 0.105 | 0 | 0.3204 |
Buy And Hold Return (%) | 8326.3834 | 8326.3834 | 8326.3834 | 8326.3834 | 8326.3834 | 8326.3834 |
Max Trade Drawdown | -2727666 | -99251 | -2675924 | -65961694 | -42163592 | -37997078 |
Profit Factor | 0.214 | 1.0601 | 0.161 | 1.0053 | 0.3592 | 1.7037 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 130 | 63 | 67 | 112 | 53 | 59 |
Losing Trades | 37 | 21 | 16 | 55 | 31 | 24 |
Profitability (%) | 77.8443 | 75 | 80.7229 | 67.0659 | 63.0952 | 71.0843 |
Ratio Avg Win / Avg Loss | 0.0609 | 0.3534 | 0.0384 | 0.4937 | 0.2101 | 0.693 |
Largest Winning Trade | 25526 | 17977 | 25526 | 20408564 | 2785339 | 20408564 |
Largest Losing Trade | -1699765 | -44032 | -1699765 | -37806334 | -28351241 | -37806334 |
Avg Bars in Trades | 63 | 13 | 114 | 63 | 13 | 114 |
Avg Bars in Winners | 25 | 6 | 43 | 44 | 7 | 78 |
Avg Bars in Losers | 194 | 31 | 408 | 100 | 22 | 202 |
Bars Traded | 10575 | 1092 | 9483 | 10575 | 1092 | 9483 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576293 | -502840 | -576873 | -431435 | -578854 | 381038 |
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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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