Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3412332.5861 | -47364.8484 | -3364967.7378 | -5945065.4198 | -47198824.6431 | 41253759.2233 |
Total P&L (%) | -3412.3326 | -47.3648 | -3364.9677 | -5945.0654 | -47198.8246 | 41253.7592 |
Avg Daily Profit (%) | -1.8377 | -0.0255 | -1.8122 | 0 | 0 | 0.325 |
Buy And Hold Return (%) | 4799.5025 | 4799.5025 | 4799.5025 | 4799.5025 | 4799.5025 | 4799.5025 |
Max Trade Drawdown | -3532865 | -131845 | -3445232 | -82222708 | -56729642 | -35906820 |
Profit Factor | 0.156 | 0.8641 | 0.0893 | 0.957 | 0.4023 | 1.6944 |
Total Trades | 265 | 133 | 132 | 265 | 133 | 132 |
Winning Trades | 203 | 99 | 104 | 158 | 75 | 83 |
Losing Trades | 62 | 34 | 28 | 107 | 58 | 49 |
Profitability (%) | 76.6038 | 74.4361 | 78.7879 | 59.6226 | 56.391 | 62.8788 |
Ratio Avg Win / Avg Loss | 0.0477 | 0.2968 | 0.024 | 0.6481 | 0.3111 | 1.0003 |
Largest Winning Trade | 18852 | 18852 | 14509 | 52523893 | 3571327 | 52523893 |
Largest Losing Trade | -2587083 | -62114 | -2587083 | -31071545 | -30837591 | -31071545 |
Avg Bars in Trades | 40 | 40 | 40 | 40 | 40 | 40 |
Avg Bars in Winners | 9 | 12 | 7 | 30 | 24 | 35 |
Avg Bars in Losers | 141 | 122 | 164 | 56 | 61 | 50 |
Bars Traded | 10789 | 5401 | 5388 | 10789 | 5401 | 5388 |
Profit Streak | 36.8464 | 36.8464 | 40.6797 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574376 | -576098 | -575546 | -578144 | -580150 | 456151 |
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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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