Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2699814.8397 | -25897.758 | -2673917.0817 | -2882483.0005 | -25666831.1742 | 22784348.1737 |
Total P&L (%) | -2699.8148 | -25.8978 | -2673.9171 | -2882.483 | -25666.8312 | 22784.3482 |
Avg Daily Profit (%) | -1.4448 | -0.0139 | -1.4309 | 0 | 0 | 0.2912 |
Buy And Hold Return (%) | 5187.2902 | 5187.2902 | 5187.2902 | 5187.2902 | 5187.2902 | 5187.2902 |
Max Trade Drawdown | -2748214 | -122500 | -2720851 | -49114434 | -34414208 | -23760761 |
Profit Factor | 0.1982 | 0.9308 | 0.1066 | 0.9675 | 0.5069 | 1.622 |
Total Trades | 225 | 113 | 112 | 225 | 113 | 112 |
Winning Trades | 161 | 80 | 81 | 126 | 62 | 64 |
Losing Trades | 64 | 33 | 31 | 99 | 51 | 48 |
Profitability (%) | 71.5556 | 70.7965 | 72.3214 | 56 | 54.8673 | 57.1429 |
Ratio Avg Win / Avg Loss | 0.0788 | 0.384 | 0.0408 | 0.7602 | 0.4169 | 1.2165 |
Largest Winning Trade | 24430 | 24430 | 22023 | 23645249 | 2951021 | 23645249 |
Largest Losing Trade | -1880852 | -61195 | -1880852 | -19936930 | -17087351 | -19936930 |
Avg Bars in Trades | 48 | 46 | 50 | 48 | 46 | 50 |
Avg Bars in Winners | 14 | 16 | 11 | 38 | 31 | 45 |
Avg Bars in Losers | 134 | 119 | 150 | 60 | 65 | 56 |
Bars Traded | 10908 | 5299 | 5609 | 10908 | 5299 | 5609 |
Profit Streak | 27.9813 | 49.4813 | 0 | 0 | 0 | 34.9813 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576265 | -576573 | -577862 | -578822 | -580400 | 364143 |
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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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