Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2820152.2836 | -42129.084 | -2778023.1997 | -3998940.6982 | -25919863.2106 | 21920922.5124 |
Total P&L (%) | -2820.1523 | -42.1291 | -2778.0232 | -3998.9407 | -25919.8632 | 21920.9225 |
Avg Daily Profit (%) | -1.5213 | -0.0227 | -1.4986 | 0 | 0 | 0.2914 |
Buy And Hold Return (%) | 6920.1798 | 6920.1798 | 6920.1798 | 6920.1798 | 6920.1798 | 6920.1798 |
Max Trade Drawdown | -2916759 | -142272 | -2846043 | -45627594 | -28969001 | -24801969 |
Profit Factor | 0.1553 | 0.8525 | 0.0901 | 0.9464 | 0.3405 | 1.6208 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 143 | 68 | 75 | 92 | 41 | 51 |
Losing Trades | 37 | 22 | 15 | 88 | 49 | 39 |
Profitability (%) | 79.4444 | 75.5556 | 83.3333 | 51.1111 | 45.5556 | 56.6667 |
Ratio Avg Win / Avg Loss | 0.0402 | 0.2758 | 0.018 | 0.9053 | 0.407 | 1.2394 |
Largest Winning Trade | 15329 | 11930 | 15329 | 29652376 | 2238250 | 29652376 |
Largest Losing Trade | -2064142 | -59179 | -2064142 | -22130145 | -13279901 | -22130145 |
Avg Bars in Trades | 39 | 39 | 39 | 39 | 39 | 39 |
Avg Bars in Winners | 10 | 13 | 8 | 31 | 24 | 36 |
Avg Bars in Losers | 153 | 121 | 198 | 49 | 52 | 44 |
Bars Traded | 7168 | 3585 | 3583 | 7168 | 3585 | 3583 |
Profit Streak | 37.4864 | 141.7364 | 37.4864 | 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 | -574584 | -575903 | -576056 | -579691 | -582820 | 301138 |
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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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