Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3170825.7576 | -72256.3754 | -3098569.3822 | -2029688.662 | -23364500.0258 | 21334811.3638 |
Total P&L (%) | -3170.8258 | -72.2564 | -3098.5694 | -2029.6887 | -23364.5 | 21334.8114 |
Avg Daily Profit (%) | -1.6997 | -0.0387 | -1.661 | 0 | 0 | 0.2881 |
Buy And Hold Return (%) | 5559.3706 | 5559.3706 | 5559.3706 | 5559.3706 | 5559.3706 | 5559.3706 |
Max Trade Drawdown | -3257635 | -130936 | -3160974 | -45436321 | -30326146 | -20435039 |
Profit Factor | 0.1605 | 0.7976 | 0.094 | 0.9726 | 0.4365 | 1.6535 |
Total Trades | 223 | 112 | 111 | 223 | 112 | 111 |
Winning Trades | 169 | 83 | 86 | 132 | 63 | 69 |
Losing Trades | 54 | 29 | 25 | 91 | 49 | 42 |
Profitability (%) | 75.7848 | 74.1071 | 77.4775 | 59.1928 | 56.25 | 62.1622 |
Ratio Avg Win / Avg Loss | 0.0513 | 0.2787 | 0.0273 | 0.6705 | 0.3395 | 1.0065 |
Largest Winning Trade | 12279 | 10473 | 12279 | 23641056 | 1949111 | 23641056 |
Largest Losing Trade | -2270254 | -61180 | -2270254 | -16898889 | -15683324 | -16898889 |
Avg Bars in Trades | 32 | 32 | 32 | 32 | 32 | 32 |
Avg Bars in Winners | 7 | 9 | 6 | 23 | 20 | 27 |
Avg Bars in Losers | 108 | 98 | 120 | 44 | 47 | 41 |
Bars Traded | 7193 | 3601 | 3592 | 7193 | 3601 | 3592 |
Profit Streak | 49.685 | 82.935 | 0 | 0 | 0 | 73.935 |
Trades During Streak | 1 | 6 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575704 | -576129 | -577197 | -578419 | -580224 | 371541 |
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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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