Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2872564.82 | -30600.1906 | -2841964.6294 | -4054694.3283 | -32450120.4551 | 28395426.1268 |
Total P&L (%) | -2872.5648 | -30.6002 | -2841.9646 | -4054.6943 | -32450.1205 | 28395.4261 |
Avg Daily Profit (%) | -1.5469 | -0.0165 | -1.5304 | 0 | 0 | 0.3048 |
Buy And Hold Return (%) | 8254.3689 | 8254.3689 | 8254.3689 | 8254.3689 | 8254.3689 | 8254.3689 |
Max Trade Drawdown | -2983156 | -149427 | -2897887 | -56606749 | -37268156 | -27769548 |
Profit Factor | 0.1487 | 0.886 | 0.085 | 0.9538 | 0.3269 | 1.7177 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 143 | 69 | 74 | 94 | 43 | 51 |
Losing Trades | 37 | 21 | 16 | 86 | 47 | 39 |
Profitability (%) | 79.4444 | 76.6667 | 82.2222 | 52.2222 | 47.7778 | 56.6667 |
Ratio Avg Win / Avg Loss | 0.0385 | 0.2696 | 0.0184 | 0.8726 | 0.3573 | 1.3136 |
Largest Winning Trade | 14102 | 10172 | 14102 | 33867942 | 2881981 | 33867942 |
Largest Losing Trade | -2064142 | -59179 | -2064142 | -24339886 | -17099257 | -24339886 |
Avg Bars in Trades | 38 | 37 | 39 | 38 | 37 | 39 |
Avg Bars in Winners | 10 | 13 | 8 | 30 | 23 | 35 |
Avg Bars in Losers | 145 | 116 | 184 | 47 | 49 | 44 |
Bars Traded | 6934 | 3367 | 3567 | 6934 | 3367 | 3567 |
Profit Streak | 40.698 | 144.948 | 40.698 | 0 | 0 | 0 |
Trades During Streak | 3 | 10 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574592 | -575788 | -576160 | -579547 | -581955 | 320717 |
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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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