Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2925520.8585 | -62062.9846 | -2863457.8739 | -2597786.904 | -29104502.5149 | 26506715.6109 |
Total P&L (%) | -2925.5209 | -62.063 | -2863.4579 | -2597.7869 | -29104.5025 | 26506.7156 |
Avg Daily Profit (%) | -1.5733 | -0.0334 | -1.5399 | 0 | 0 | 0.3007 |
Buy And Hold Return (%) | 7506.2449 | 7506.2449 | 7506.2449 | 7506.2449 | 7506.2449 | 7506.2449 |
Max Trade Drawdown | -3046042 | -141246 | -2922621 | -46482261 | -33589836 | -18586361 |
Profit Factor | 0.1341 | 0.773 | 0.0779 | 0.9635 | 0.3001 | 1.8987 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 136 | 65 | 71 | 97 | 46 | 51 |
Losing Trades | 38 | 22 | 16 | 77 | 41 | 36 |
Profitability (%) | 78.1609 | 74.7126 | 81.6092 | 55.7471 | 52.8736 | 58.6207 |
Ratio Avg Win / Avg Loss | 0.0375 | 0.2616 | 0.0176 | 0.7648 | 0.2675 | 1.3403 |
Largest Winning Trade | 14122 | 11930 | 14122 | 30473071 | 2646312 | 30473071 |
Largest Losing Trade | -2015290 | -58846 | -2015290 | -16545384 | -15366282 | -16545384 |
Avg Bars in Trades | 39 | 38 | 41 | 39 | 38 | 41 |
Avg Bars in Winners | 10 | 12 | 8 | 30 | 25 | 36 |
Avg Bars in Losers | 145 | 115 | 185 | 51 | 53 | 47 |
Bars Traded | 6935 | 3366 | 3569 | 6935 | 3366 | 3569 |
Profit Streak | 43.3668 | 147.6168 | 43.3668 | 0 | 0 | 0 |
Trades During Streak | 3 | 9 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574794 | -576082 | -576223 | -579121 | -580727 | 343782 |
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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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