Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2622873.5779 | -23997.4227 | -2598876.1552 | -4800149.0019 | -34077499.5784 | 29277350.5765 |
Total P&L (%) | -2622.8736 | -23.9974 | -2598.8762 | -4800.149 | -34077.4996 | 29277.3506 |
Avg Daily Profit (%) | -1.4107 | -0.0129 | -1.3977 | 0 | 0 | 0.3061 |
Buy And Hold Return (%) | 8088.418 | 8088.418 | 8088.418 | 8088.418 | 8088.418 | 8088.418 |
Max Trade Drawdown | -2742926 | -139353 | -2675332 | -64360775 | -40230912 | -33350430 |
Profit Factor | 0.1736 | 0.9157 | 0.1005 | 0.9527 | 0.3724 | 1.6198 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 173 | 86 | 87 | 112 | 53 | 59 |
Losing Trades | 37 | 19 | 18 | 98 | 52 | 46 |
Profitability (%) | 82.381 | 81.9048 | 82.8571 | 53.3333 | 50.4762 | 56.1905 |
Ratio Avg Win / Avg Loss | 0.0371 | 0.2023 | 0.0208 | 0.8336 | 0.3654 | 1.2629 |
Largest Winning Trade | 18630 | 18630 | 15442 | 35867762 | 2532913 | 35867762 |
Largest Losing Trade | -1880852 | -59511 | -1880852 | -30206101 | -19834187 | -30206101 |
Avg Bars in Trades | 51 | 51 | 51 | 51 | 51 | 51 |
Avg Bars in Winners | 13 | 16 | 9 | 39 | 31 | 47 |
Avg Bars in Losers | 229 | 207 | 251 | 64 | 71 | 55 |
Bars Traded | 10750 | 5370 | 5380 | 10750 | 5370 | 5380 |
Profit Streak | 39.6675 | 39.6675 | 42.6675 | 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 | -574570 | -576153 | -576056 | -579246 | -580990 | 319234 |
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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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