Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2781069.953 | -3327.2522 | -2777742.7009 | -6002927.3082 | -39185508.4761 | 33182581.1679 |
Total P&L (%) | -2781.07 | -3.3273 | -2777.7427 | -6002.9273 | -39185.5085 | 33182.5812 |
Avg Daily Profit (%) | -1.4992 | -0.0018 | -1.4974 | 0 | 0 | 0.3136 |
Buy And Hold Return (%) | 8520.7733 | 8520.7733 | 8520.7733 | 8520.7733 | 8520.7733 | 8520.7733 |
Max Trade Drawdown | -2918373 | -142272 | -2846043 | -69079371 | -43858556 | -37549743 |
Profit Factor | 0.1612 | 0.9873 | 0.0906 | 0.9468 | 0.341 | 1.6206 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 143 | 70 | 73 | 92 | 43 | 49 |
Losing Trades | 35 | 19 | 16 | 86 | 46 | 40 |
Profitability (%) | 80.3371 | 78.6517 | 82.0225 | 51.6854 | 48.3146 | 55.0562 |
Ratio Avg Win / Avg Loss | 0.0395 | 0.268 | 0.0199 | 0.8851 | 0.3648 | 1.323 |
Largest Winning Trade | 14652 | 14652 | 14225 | 44893173 | 3388672 | 44893173 |
Largest Losing Trade | -2064142 | -59179 | -2064142 | -33504648 | -20105535 | -33504648 |
Avg Bars in Trades | 38 | 37 | 40 | 38 | 37 | 40 |
Avg Bars in Winners | 10 | 13 | 7 | 30 | 23 | 37 |
Avg Bars in Losers | 155 | 128 | 186 | 47 | 50 | 43 |
Bars Traded | 6934 | 3368 | 3566 | 6934 | 3368 | 3566 |
Profit Streak | 38.5582 | 142.8082 | 38.5582 | 0 | 0 | 0 |
Trades During Streak | 3 | 11 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574493 | -575505 | -576185 | -579627 | -581749 | 323582 |
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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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