Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2290445.5884 | 31213.6098 | -2321659.1981 | -5436996.001 | -29256184.5157 | 23819188.5147 |
Total P&L (%) | -2290.4456 | 31.2136 | -2321.6592 | -5436.996 | -29256.1845 | 23819.1885 |
Avg Daily Profit (%) | -1.2351 | 0.0168 | -1.2519 | 0 | 0 | 0.2958 |
Buy And Hold Return (%) | 6276.1848 | 6276.1848 | 6276.1848 | 6276.1848 | 6276.1848 | 6276.1848 |
Max Trade Drawdown | -2450836 | -150353 | -2398953 | -57135563 | -33559495 | -33679069 |
Profit Factor | 0.1893 | 1.1352 | 0.1051 | 0.9378 | 0.3177 | 1.5354 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 144 | 72 | 72 | 95 | 40 | 55 |
Losing Trades | 38 | 19 | 19 | 87 | 51 | 36 |
Profitability (%) | 79.1209 | 79.1209 | 79.1209 | 52.1978 | 43.956 | 60.4396 |
Ratio Avg Win / Avg Loss | 0.05 | 0.2996 | 0.0277 | 0.8588 | 0.4051 | 1.005 |
Largest Winning Trade | 15670 | 15670 | 15608 | 31974918 | 2002006 | 31974918 |
Largest Losing Trade | -1636583 | -56376 | -1636583 | -32232415 | -14628452 | -32232415 |
Avg Bars in Trades | 38 | 37 | 38 | 38 | 37 | 38 |
Avg Bars in Winners | 10 | 13 | 6 | 30 | 22 | 35 |
Avg Bars in Losers | 143 | 126 | 160 | 46 | 48 | 43 |
Bars Traded | 6933 | 3392 | 3541 | 6933 | 3392 | 3541 |
Profit Streak | 37.8768 | 139.1268 | 37.8768 | 0 | 0 | 0 |
Trades During Streak | 3 | 15 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574617 | -404192 | -576491 | -579539 | -583439 | 324607 |
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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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