Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2825923.6148 | -41264.7315 | -2784658.8833 | -5629330.9951 | -28868007.7585 | 23238676.7634 |
Total P&L (%) | -2825.9236 | -41.2647 | -2784.6589 | -5629.331 | -28868.0078 | 23238.6768 |
Avg Daily Profit (%) | -1.514 | -0.0221 | -1.4919 | 0 | 0 | 0.2926 |
Buy And Hold Return (%) | 6557.9898 | 6557.9898 | 6557.9898 | 6557.9898 | 6557.9898 | 6557.9898 |
Max Trade Drawdown | -2941293 | -127807 | -2862316 | -49047696 | -33759947 | -23968151 |
Profit Factor | 0.1677 | 0.866 | 0.098 | 0.9345 | 0.3881 | 1.5994 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 181 | 90 | 91 | 130 | 61 | 69 |
Losing Trades | 47 | 24 | 23 | 98 | 53 | 45 |
Profitability (%) | 79.386 | 78.9474 | 79.8246 | 57.0175 | 53.5088 | 60.5263 |
Ratio Avg Win / Avg Loss | 0.0435 | 0.2309 | 0.0248 | 0.7045 | 0.3372 | 1.0431 |
Largest Winning Trade | 18630 | 18630 | 14509 | 29358112 | 2562274 | 29358112 |
Largest Losing Trade | -2014089 | -59674 | -2014089 | -21065787 | -15894467 | -21065787 |
Avg Bars in Trades | 47 | 47 | 47 | 47 | 47 | 47 |
Avg Bars in Winners | 11 | 14 | 8 | 35 | 28 | 42 |
Avg Bars in Losers | 184 | 170 | 198 | 62 | 69 | 54 |
Bars Traded | 10751 | 5378 | 5373 | 10751 | 5378 | 5373 |
Profit Streak | 50.0081 | 96.3415 | 50.0081 | 0 | 0 | 0 |
Trades During Streak | 5 | 10 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574223 | -575363 | -575894 | -578675 | -580574 | 332213 |
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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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