Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3073418.9654 | -89200.0427 | -2984218.9227 | -2247965.0162 | -28528671.1388 | 26280706.1226 |
Total P&L (%) | -3073.419 | -89.2 | -2984.2189 | -2247.965 | -28528.6711 | 26280.7061 |
Avg Daily Profit (%) | -1.6481 | -0.0478 | -1.6003 | 0 | 0 | 0.2994 |
Buy And Hold Return (%) | 7034.3879 | 7034.3879 | 7034.3879 | 7034.3879 | 7034.3879 | 7034.3879 |
Max Trade Drawdown | -3121186 | -136827 | -3027720 | -49337653 | -36329685 | -22810058 |
Profit Factor | 0.1605 | 0.7503 | 0.0967 | 0.9751 | 0.4637 | 1.7084 |
Total Trades | 269 | 135 | 134 | 269 | 135 | 134 |
Winning Trades | 209 | 100 | 109 | 168 | 84 | 84 |
Losing Trades | 60 | 35 | 25 | 101 | 51 | 50 |
Profitability (%) | 77.6952 | 74.0741 | 81.3433 | 62.4535 | 62.2222 | 62.6866 |
Ratio Avg Win / Avg Loss | 0.0461 | 0.2626 | 0.0222 | 0.5862 | 0.2815 | 1.0169 |
Largest Winning Trade | 18852 | 18852 | 11952 | 22833612 | 2137899 | 22833612 |
Largest Losing Trade | -2085014 | -60503 | -2085014 | -19610387 | -17245672 | -19610387 |
Avg Bars in Trades | 39 | 32 | 47 | 39 | 32 | 47 |
Avg Bars in Winners | 10 | 9 | 12 | 30 | 19 | 40 |
Avg Bars in Losers | 140 | 97 | 202 | 56 | 52 | 60 |
Bars Traded | 10728 | 4342 | 6386 | 10728 | 4342 | 6386 |
Profit Streak | 45.3018 | 45.3018 | 48.6352 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574792 | -577297 | -576117 | -577756 | -579389 | 360094 |
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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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