Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3372642.3274 | -35210.2519 | -3337432.0755 | -8248194.5012 | -66432545.9794 | 58184351.4782 |
Total P&L (%) | -3372.6423 | -35.2103 | -3337.4321 | -8248.1945 | -66432.546 | 58184.3515 |
Avg Daily Profit (%) | -1.8048 | -0.0188 | -1.786 | 0 | 0 | 0.3414 |
Buy And Hold Return (%) | 4969.4381 | 4969.4381 | 4969.4381 | 4969.4381 | 4969.4381 | 4969.4381 |
Max Trade Drawdown | -3539095 | -132800 | -3439690 | -117653060 | -80242356 | -53875740 |
Profit Factor | 0.1622 | 0.8984 | 0.0929 | 0.9582 | 0.4027 | 1.6771 |
Total Trades | 273 | 137 | 136 | 273 | 137 | 136 |
Winning Trades | 208 | 104 | 104 | 163 | 78 | 85 |
Losing Trades | 65 | 33 | 32 | 110 | 59 | 51 |
Profitability (%) | 76.1905 | 75.9124 | 76.4706 | 59.707 | 56.9343 | 62.5 |
Ratio Avg Win / Avg Loss | 0.0507 | 0.2851 | 0.0286 | 0.6466 | 0.3046 | 1.0063 |
Largest Winning Trade | 14509 | 14078 | 14509 | 74073655 | 5011513 | 74073655 |
Largest Losing Trade | -2587083 | -61827 | -2587083 | -46776880 | -41365789 | -46776880 |
Avg Bars in Trades | 39 | 39 | 39 | 39 | 39 | 39 |
Avg Bars in Winners | 9 | 12 | 7 | 29 | 24 | 34 |
Avg Bars in Losers | 134 | 124 | 144 | 54 | 59 | 48 |
Bars Traded | 10789 | 5408 | 5380 | 10789 | 5408 | 5380 |
Profit Streak | 48.79 | 48.79 | 52.4566 | 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 | -574379 | -575915 | -575852 | -578091 | -580070 | 458590 |
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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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