Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2383677.1516 | 13711.8801 | -2397389.0317 | -285735.4488 | -22278529.7567 | 21992794.3079 |
Total P&L (%) | -2383.6772 | 13.7119 | -2397.389 | -285.7354 | -22278.5298 | 21992.7943 |
Avg Daily Profit (%) | -1.2843 | 0.0074 | -1.2917 | 0 | 0 | 0.2913 |
Buy And Hold Return (%) | 7074.9087 | 7074.9087 | 7074.9087 | 7074.9087 | 7074.9087 | 7074.9087 |
Max Trade Drawdown | -2532891 | -146228 | -2469163 | -27713908 | -24540751 | -10504021 |
Profit Factor | 0.206 | 1.0453 | 0.1119 | 0.9954 | 0.3571 | 1.7999 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 165 | 80 | 85 | 106 | 49 | 57 |
Losing Trades | 49 | 27 | 22 | 108 | 58 | 50 |
Profitability (%) | 77.1028 | 74.7664 | 79.4393 | 49.5327 | 45.7944 | 53.271 |
Ratio Avg Win / Avg Loss | 0.0612 | 0.3528 | 0.029 | 1.0142 | 0.4227 | 1.5788 |
Largest Winning Trade | 18852 | 18852 | 14516 | 39250130 | 2635786 | 39250130 |
Largest Losing Trade | -1725302 | -60483 | -1725302 | -10040123 | -10040123 | -5206770 |
Avg Bars in Trades | 49 | 47 | 50 | 49 | 47 | 50 |
Avg Bars in Winners | 14 | 17 | 12 | 39 | 33 | 44 |
Avg Bars in Losers | 164 | 138 | 197 | 58 | 59 | 57 |
Bars Traded | 10496 | 5116 | 5380 | 10496 | 5116 | 5380 |
Profit Streak | 39.6848 | 71.3514 | 39.6848 | 0 | 0 | 0 |
Trades During Streak | 11 | 9 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574435 | -516235 | -575415 | -578172 | -582682 | 337386 |
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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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