Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2898972.7499 | -33747.7201 | -2865225.0298 | -4020579.4369 | -35108785.2033 | 31088205.7664 |
Total P&L (%) | -2898.9728 | -33.7477 | -2865.225 | -4020.5794 | -35108.7852 | 31088.2058 |
Avg Daily Profit (%) | -1.5569 | -0.0181 | -1.5388 | 0 | 0 | 0.3089 |
Buy And Hold Return (%) | 7974.0031 | 7974.0031 | 7974.0031 | 7974.0031 | 7974.0031 | 7974.0031 |
Max Trade Drawdown | -3016692 | -143523 | -2924861 | -58921695 | -41244411 | -26277429 |
Profit Factor | 0.1486 | 0.8756 | 0.0857 | 0.9574 | 0.3461 | 1.764 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 143 | 70 | 73 | 100 | 47 | 53 |
Losing Trades | 39 | 21 | 18 | 82 | 44 | 38 |
Profitability (%) | 78.5714 | 76.9231 | 80.2198 | 54.9451 | 51.6484 | 58.2418 |
Ratio Avg Win / Avg Loss | 0.0405 | 0.2627 | 0.0211 | 0.7851 | 0.324 | 1.2647 |
Largest Winning Trade | 15329 | 10995 | 15329 | 38730826 | 3329916 | 38730826 |
Largest Losing Trade | -2064142 | -59179 | -2064142 | -24051872 | -20031986 | -24051872 |
Avg Bars in Trades | 38 | 37 | 39 | 38 | 37 | 39 |
Avg Bars in Winners | 10 | 12 | 8 | 28 | 22 | 34 |
Avg Bars in Losers | 139 | 117 | 164 | 49 | 52 | 45 |
Bars Traded | 6934 | 3368 | 3566 | 6934 | 3368 | 3566 |
Profit Streak | 42.2451 | 42.2451 | 45.9951 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575133 | -576770 | -576343 | -579183 | -580875 | 347295 |
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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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