Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3051738.7572 | -41600.6666 | -3010138.0905 | -4712433.0434 | -50762024.4907 | 46049591.4474 |
Total P&L (%) | -3051.7388 | -41.6007 | -3010.1381 | -4712.433 | -50762.0245 | 46049.5914 |
Avg Daily Profit (%) | -1.639 | -0.0223 | -1.6166 | 0 | 0 | 0.33 |
Buy And Hold Return (%) | 7429.2041 | 7429.2041 | 7429.2041 | 7429.2041 | 7429.2041 | 7429.2041 |
Max Trade Drawdown | -3089582 | -126130 | -3050124 | -89785733 | -61939243 | -49400106 |
Profit Factor | 0.1681 | 0.8661 | 0.1035 | 0.9708 | 0.4367 | 1.6442 |
Total Trades | 271 | 136 | 135 | 271 | 136 | 135 |
Winning Trades | 220 | 106 | 114 | 157 | 74 | 83 |
Losing Trades | 51 | 30 | 21 | 114 | 62 | 52 |
Profitability (%) | 81.1808 | 77.9412 | 84.4444 | 57.9336 | 54.4118 | 61.4815 |
Ratio Avg Win / Avg Loss | 0.039 | 0.2451 | 0.0191 | 0.7049 | 0.3659 | 1.0301 |
Largest Winning Trade | 15442 | 14078 | 15442 | 41880112 | 3107806 | 41880112 |
Largest Losing Trade | -2154777 | -58905 | -2154777 | -43259781 | -26950202 | -43259781 |
Avg Bars in Trades | 39 | 32 | 46 | 39 | 32 | 46 |
Avg Bars in Winners | 10 | 8 | 12 | 30 | 18 | 41 |
Avg Bars in Losers | 163 | 115 | 232 | 51 | 49 | 53 |
Bars Traded | 10693 | 4425 | 6268 | 10693 | 4425 | 6268 |
Profit Streak | 45.2573 | 79.5906 | 45.2573 | 0 | 0 | 0 |
Trades During Streak | 3 | 6 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573937 | -575563 | -575819 | -578331 | -580399 | 428725 |
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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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