Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3113563.3668 | -26733.3013 | -3086830.0655 | -3779146.286 | -40689262.5598 | 36910116.2738 |
Total P&L (%) | -3113.5634 | -26.7333 | -3086.8301 | -3779.1463 | -40689.2626 | 36910.1163 |
Avg Daily Profit (%) | -1.6701 | -0.0143 | -1.6558 | 0 | 0 | 0.3177 |
Buy And Hold Return (%) | 8307.1249 | 8307.1249 | 8307.1249 | 8307.1249 | 8307.1249 | 8307.1249 |
Max Trade Drawdown | -3242250 | -131550 | -3149411 | -80930574 | -56821350 | -34704810 |
Profit Factor | 0.163 | 0.9167 | 0.0917 | 0.9714 | 0.4696 | 1.6671 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 161 | 78 | 83 | 130 | 61 | 69 |
Losing Trades | 55 | 30 | 25 | 86 | 47 | 39 |
Profitability (%) | 74.537 | 72.2222 | 76.8519 | 60.1852 | 56.4815 | 63.8889 |
Ratio Avg Win / Avg Loss | 0.0557 | 0.3526 | 0.0276 | 0.6426 | 0.3618 | 0.9423 |
Largest Winning Trade | 13436 | 13436 | 13369 | 39379270 | 5661276 | 39379270 |
Largest Losing Trade | -2270254 | -61180 | -2270254 | -30151058 | -29292780 | -30151058 |
Avg Bars in Trades | 32 | 31 | 33 | 32 | 31 | 33 |
Avg Bars in Winners | 8 | 10 | 6 | 24 | 22 | 26 |
Avg Bars in Losers | 101 | 86 | 120 | 43 | 42 | 43 |
Bars Traded | 6937 | 3370 | 3567 | 6937 | 3370 | 3567 |
Profit Streak | 42.4162 | 42.6662 | 0 | 0 | 0 | 72.6662 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575915 | -577334 | -577286 | -578327 | -580204 | 363451 |
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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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