Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2712777.2275 | 27391.3029 | -2740168.5304 | -10137091.9326 | -121715470.3516 | 111578378.4191 |
Total P&L (%) | -2712.7772 | 27.3913 | -2740.1685 | -10137.0919 | -121715.4704 | 111578.3784 |
Avg Daily Profit (%) | -1.4576 | 0.0147 | -1.4723 | 0 | 0 | 0.3778 |
Buy And Hold Return (%) | 7960.8857 | 7960.8857 | 7960.8857 | 7960.8857 | 7960.8857 | 7960.8857 |
Max Trade Drawdown | -2860562 | -141167 | -2838275 | -179000566 | -151552833 | -71556580 |
Profit Factor | 0.2053 | 1.1027 | 0.1292 | 0.9662 | 0.3663 | 2.0332 |
Total Trades | 271 | 136 | 135 | 271 | 136 | 135 |
Winning Trades | 223 | 106 | 117 | 128 | 60 | 68 |
Losing Trades | 48 | 30 | 18 | 143 | 76 | 67 |
Profitability (%) | 82.2878 | 77.9412 | 86.6667 | 47.2325 | 44.1176 | 50.3704 |
Ratio Avg Win / Avg Loss | 0.0442 | 0.3121 | 0.0199 | 1.0794 | 0.464 | 2.0033 |
Largest Winning Trade | 18463 | 12017 | 18463 | 79357173 | 5284886 | 79357173 |
Largest Losing Trade | -1971495 | -58844 | -1971495 | -66856902 | -66856902 | -51781230 |
Avg Bars in Trades | 39 | 25 | 53 | 39 | 25 | 53 |
Avg Bars in Winners | 12 | 8 | 16 | 39 | 19 | 56 |
Avg Bars in Losers | 162 | 86 | 288 | 39 | 30 | 50 |
Bars Traded | 10668 | 3492 | 7176 | 10668 | 3492 | 7176 |
Profit Streak | 43.5999 | 82.2666 | 0 | 0 | 0 | 80.7666 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574695 | -442889 | -576159 | -578769 | -582981 | 497928 |
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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) |
---|