Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2634811.5975 | -16895.0624 | -2617916.5351 | -3315775.5286 | -34746732.3306 | 31430956.8019 |
Total P&L (%) | -2634.8116 | -16.8951 | -2617.9165 | -3315.7755 | -34746.7323 | 31430.9568 |
Avg Daily Profit (%) | -1.4204 | -0.0091 | -1.4113 | 0 | 0 | 0.3106 |
Buy And Hold Return (%) | 7223.5355 | 7223.5355 | 7223.5355 | 7223.5355 | 7223.5355 | 7223.5355 |
Max Trade Drawdown | -2762957 | -127358 | -2680443 | -61066049 | -42349702 | -27355110 |
Profit Factor | 0.176 | 0.9417 | 0.0997 | 0.9669 | 0.3978 | 1.7399 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 168 | 80 | 88 | 129 | 61 | 68 |
Losing Trades | 46 | 27 | 19 | 85 | 46 | 39 |
Profitability (%) | 78.5047 | 74.7664 | 82.243 | 60.2804 | 57.0093 | 63.5514 |
Ratio Avg Win / Avg Loss | 0.0482 | 0.3178 | 0.0215 | 0.6371 | 0.3 | 0.9979 |
Largest Winning Trade | 23253 | 23253 | 12279 | 34993135 | 2885044 | 34993135 |
Largest Losing Trade | -1801299 | -61180 | -1801299 | -23355491 | -21267370 | -23355491 |
Avg Bars in Trades | 32 | 31 | 33 | 32 | 31 | 33 |
Avg Bars in Winners | 8 | 9 | 6 | 24 | 20 | 27 |
Avg Bars in Losers | 120 | 96 | 156 | 44 | 45 | 43 |
Bars Traded | 6937 | 3358 | 3579 | 6937 | 3358 | 3579 |
Profit Streak | 39.1365 | 72.3865 | 39.1365 | 0 | 0 | 0 |
Trades During Streak | 3 | 7 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574533 | -575982 | -576115 | -578325 | -580138 | 326926 |
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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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