Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3397545.0094 | -13899.2519 | -3383645.7575 | -5567664.8008 | -75575612.9449 | 70007948.1441 |
Total P&L (%) | -3397.545 | -13.8993 | -3383.6458 | -5567.6648 | -75575.6129 | 70007.9481 |
Avg Daily Profit (%) | -1.8289 | -0.0075 | -1.8214 | 0 | 0 | 0.3534 |
Buy And Hold Return (%) | 8596.2663 | 8596.2663 | 8596.2663 | 8596.2663 | 8596.2663 | 8596.2663 |
Max Trade Drawdown | -3541646 | -136093 | -3452733 | -129265907 | -91550801 | -51379109 |
Profit Factor | 0.1577 | 0.9564 | 0.089 | 0.9733 | 0.3862 | 1.8199 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 201 | 99 | 102 | 160 | 77 | 83 |
Losing Trades | 59 | 31 | 28 | 100 | 53 | 47 |
Profitability (%) | 77.3077 | 76.1538 | 78.4615 | 61.5385 | 59.2308 | 63.8462 |
Ratio Avg Win / Avg Loss | 0.0463 | 0.2995 | 0.0244 | 0.6083 | 0.2658 | 1.0305 |
Largest Winning Trade | 18852 | 18852 | 14141 | 81610688 | 5542897 | 81610688 |
Largest Losing Trade | -2587083 | -62277 | -2587083 | -50371054 | -50371054 | -43433791 |
Avg Bars in Trades | 40 | 38 | 41 | 40 | 38 | 41 |
Avg Bars in Winners | 9 | 11 | 7 | 30 | 24 | 35 |
Avg Bars in Losers | 143 | 125 | 163 | 56 | 59 | 52 |
Bars Traded | 10405 | 5039 | 5366 | 10405 | 5039 | 5366 |
Profit Streak | 0 | 0 | 0 | 65.1804 | 65.1804 | 66.0137 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575877 | -577319 | -577020 | -576950 | -579231 | 498035 |
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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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