Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2713832.1299 | -17441.2731 | -2696390.8569 | -6359929.5805 | -46158832.1525 | 39798902.572 |
Total P&L (%) | -2713.8321 | -17.4413 | -2696.3909 | -6359.9296 | -46158.8322 | 39798.9026 |
Avg Daily Profit (%) | -1.458 | -0.0094 | -1.4486 | 0 | 0 | 0.3223 |
Buy And Hold Return (%) | 5128.267 | 5128.267 | 5128.267 | 5128.267 | 5128.267 | 5128.267 |
Max Trade Drawdown | -2855549 | -128566 | -2785485 | -80830189 | -55157871 | -37656678 |
Profit Factor | 0.1878 | 0.945 | 0.1084 | 0.954 | 0.4045 | 1.6556 |
Total Trades | 255 | 128 | 127 | 255 | 128 | 127 |
Winning Trades | 206 | 104 | 102 | 161 | 77 | 84 |
Losing Trades | 49 | 24 | 25 | 94 | 51 | 43 |
Profitability (%) | 80.7843 | 81.25 | 80.315 | 63.1373 | 60.1563 | 66.1417 |
Ratio Avg Win / Avg Loss | 0.0447 | 0.2181 | 0.0266 | 0.557 | 0.2679 | 0.8475 |
Largest Winning Trade | 18852 | 18852 | 14509 | 47690718 | 3545829 | 47690718 |
Largest Losing Trade | -1929183 | -62114 | -1929183 | -32690521 | -28062588 | -32690521 |
Avg Bars in Trades | 42 | 42 | 42 | 42 | 42 | 42 |
Avg Bars in Winners | 10 | 12 | 7 | 29 | 23 | 35 |
Avg Bars in Losers | 176 | 169 | 183 | 63 | 70 | 56 |
Bars Traded | 10790 | 5402 | 5388 | 10790 | 5402 | 5388 |
Profit Streak | 45.2207 | 90.7207 | 45.2207 | 0 | 0 | 0 |
Trades During Streak | 5 | 8 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573934 | -575130 | -575810 | -577740 | -579675 | 407374 |
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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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