Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2592143.418 | -19900.6842 | -2572242.7338 | -4545704.8374 | -33647882.5747 | 29102177.7373 |
Total P&L (%) | -2592.1434 | -19.9007 | -2572.2427 | -4545.7048 | -33647.8826 | 29102.1777 |
Avg Daily Profit (%) | -1.3963 | -0.0107 | -1.3855 | 0 | 0 | 0.3062 |
Buy And Hold Return (%) | 8172.963 | 8172.963 | 8172.963 | 8172.963 | 8172.963 | 8172.963 |
Max Trade Drawdown | -2717501 | -146563 | -2655507 | -62931579 | -39427290 | -32648971 |
Profit Factor | 0.1725 | 0.9271 | 0.1005 | 0.9536 | 0.3528 | 1.6328 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 183 | 91 | 92 | 120 | 55 | 65 |
Losing Trades | 33 | 17 | 16 | 96 | 53 | 43 |
Profitability (%) | 84.7222 | 84.2593 | 85.1852 | 55.5556 | 50.9259 | 60.1852 |
Ratio Avg Win / Avg Loss | 0.0311 | 0.1732 | 0.0175 | 0.7629 | 0.34 | 1.0802 |
Largest Winning Trade | 18630 | 18630 | 15044 | 36959883 | 2397938 | 36959883 |
Largest Losing Trade | -1877186 | -58353 | -1877186 | -30651295 | -19357648 | -30651295 |
Avg Bars in Trades | 49 | 49 | 49 | 49 | 49 | 49 |
Avg Bars in Winners | 13 | 16 | 9 | 37 | 28 | 44 |
Avg Bars in Losers | 252 | 225 | 279 | 65 | 72 | 56 |
Bars Traded | 10750 | 5376 | 5374 | 10750 | 5376 | 5374 |
Profit Streak | 39.6943 | 144.3609 | 39.6943 | 0 | 0 | 0 |
Trades During Streak | 3 | 14 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573593 | -574791 | -575826 | -578927 | -580924 | 337222 |
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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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