Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2598912.1823 | -16710.5443 | -2582201.6381 | -3790838.8564 | -50291515.9644 | 46500677.108 |
Total P&L (%) | -2598.9122 | -16.7105 | -2582.2016 | -3790.8389 | -50291.516 | 46500.6771 |
Avg Daily Profit (%) | -1.3998 | -0.009 | -1.3908 | 0 | 0 | 0.3315 |
Buy And Hold Return (%) | 7772.3179 | 7772.3179 | 7772.3179 | 7772.3179 | 7772.3179 | 7772.3179 |
Max Trade Drawdown | -2685696 | -129366 | -2648718 | -72783879 | -61769118 | -34383715 |
Profit Factor | 0.1841 | 0.9358 | 0.1172 | 0.9703 | 0.3582 | 1.946 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 162 | 77 | 85 | 107 | 51 | 56 |
Losing Trades | 40 | 24 | 16 | 95 | 50 | 45 |
Profitability (%) | 80.198 | 76.2376 | 84.1584 | 52.9703 | 50.4951 | 55.4455 |
Ratio Avg Win / Avg Loss | 0.0454 | 0.2917 | 0.0221 | 0.8615 | 0.3512 | 1.5637 |
Largest Winning Trade | 15715 | 9860 | 15715 | 34325704 | 2620052 | 34325704 |
Largest Losing Trade | -1788567 | -57499 | -1788567 | -26439437 | -26439437 | -24107802 |
Avg Bars in Trades | 52 | 34 | 70 | 52 | 34 | 70 |
Avg Bars in Winners | 16 | 11 | 21 | 46 | 23 | 67 |
Avg Bars in Losers | 199 | 108 | 335 | 59 | 46 | 74 |
Bars Traded | 10661 | 3509 | 7151 | 10661 | 3509 | 7151 |
Profit Streak | 39.0144 | 77.681 | 0 | 0 | 0 | 76.181 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575265 | -576420 | -576492 | -579335 | -580998 | 473690 |
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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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