Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3698654.2522 | -79922.3874 | -3618731.8648 | -4718421.7065 | -39847412.4632 | 35128990.7567 |
Total P&L (%) | -3698.6543 | -79.9224 | -3618.7319 | -4718.4217 | -39847.4125 | 35128.9908 |
Avg Daily Profit (%) | -1.9846 | -0.0429 | -1.9417 | 0 | 0 | 0.3152 |
Buy And Hold Return (%) | 9160.7754 | 9160.7754 | 9160.7754 | 9160.7754 | 9160.7754 | 9160.7754 |
Max Trade Drawdown | -3733899 | -126705 | -3662216 | -64348694 | -49799419 | -31547726 |
Profit Factor | 0.1414 | 0.7687 | 0.0867 | 0.9627 | 0.4684 | 1.6819 |
Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
Winning Trades | 216 | 101 | 115 | 159 | 77 | 82 |
Losing Trades | 70 | 42 | 28 | 127 | 66 | 61 |
Profitability (%) | 75.5245 | 70.6294 | 80.4196 | 55.5944 | 53.8462 | 57.3427 |
Ratio Avg Win / Avg Loss | 0.0458 | 0.3197 | 0.0211 | 0.7689 | 0.4014 | 1.2511 |
Largest Winning Trade | 14078 | 14078 | 12435 | 29798492 | 2736007 | 29798492 |
Largest Losing Trade | -2765905 | -60680 | -2765905 | -25256265 | -23753339 | -25256265 |
Avg Bars in Trades | 37 | 30 | 44 | 37 | 30 | 44 |
Avg Bars in Winners | 10 | 8 | 12 | 30 | 18 | 42 |
Avg Bars in Losers | 118 | 82 | 172 | 45 | 44 | 46 |
Bars Traded | 10696 | 4385 | 6311 | 10696 | 4385 | 6311 |
Profit Streak | 46.9423 | 81.2756 | 46.9423 | 0 | 0 | 0 |
Trades During Streak | 3 | 5 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574555 | -576820 | -576186 | -578556 | -580454 | 342165 |
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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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