Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2757186.06 | -33821.2169 | -2723364.8431 | -2990188.5683 | -26510492.8837 | 23520304.3154 |
Total P&L (%) | -2757.1861 | -33.8212 | -2723.3648 | -2990.1886 | -26510.4929 | 23520.3043 |
Avg Daily Profit (%) | -1.4832 | -0.0182 | -1.465 | 0 | 0 | 0.2944 |
Buy And Hold Return (%) | 8113.5364 | 8113.5364 | 8113.5364 | 8113.5364 | 8113.5364 | 8113.5364 |
Max Trade Drawdown | -2836569 | -138628 | -2761510 | -46248061 | -33118971 | -18105172 |
Profit Factor | 0.16 | 0.8845 | 0.0891 | 0.9595 | 0.3864 | 1.7686 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 132 | 65 | 67 | 101 | 49 | 52 |
Losing Trades | 40 | 21 | 19 | 71 | 37 | 34 |
Profitability (%) | 76.7442 | 75.5814 | 77.907 | 58.7209 | 56.9767 | 60.4651 |
Ratio Avg Win / Avg Loss | 0.0485 | 0.2858 | 0.0253 | 0.6745 | 0.2918 | 1.1564 |
Largest Winning Trade | 18303 | 18303 | 13223 | 27264166 | 2229379 | 27264166 |
Largest Losing Trade | -1880852 | -61180 | -1880852 | -17263612 | -17263612 | -15646031 |
Avg Bars in Trades | 60 | 58 | 62 | 60 | 58 | 62 |
Avg Bars in Winners | 16 | 19 | 14 | 47 | 40 | 55 |
Avg Bars in Losers | 204 | 178 | 232 | 78 | 82 | 74 |
Bars Traded | 10405 | 5007 | 5398 | 10405 | 5007 | 5398 |
Profit Streak | 42.8123 | 75.8123 | 0 | 0 | 0 | 67.3123 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575858 | -576087 | -577206 | -578746 | -580197 | 351177 |
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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) |
---|