Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2942039.9071 | -46133.8683 | -2895906.0388 | -4196403.2536 | -38997090.1164 | 34800686.8628 |
Total P&L (%) | -2942.0399 | -46.1339 | -2895.906 | -4196.4033 | -38997.0901 | 34800.6869 |
Avg Daily Profit (%) | -1.5739 | -0.0247 | -1.5492 | 0 | 0 | 0.3137 |
Buy And Hold Return (%) | 6863.8661 | 6863.8661 | 6863.8661 | 6863.8661 | 6863.8661 | 6863.8661 |
Max Trade Drawdown | -3070635 | -142162 | -2959817 | -62065147 | -44893507 | -24273657 |
Profit Factor | 0.144 | 0.8334 | 0.0836 | 0.9565 | 0.3062 | 1.863 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 146 | 70 | 76 | 103 | 48 | 55 |
Losing Trades | 38 | 22 | 16 | 81 | 44 | 37 |
Profitability (%) | 79.3478 | 76.087 | 82.6087 | 55.9783 | 52.1739 | 59.7826 |
Ratio Avg Win / Avg Loss | 0.0375 | 0.2619 | 0.0176 | 0.7522 | 0.2807 | 1.2533 |
Largest Winning Trade | 14122 | 11930 | 14122 | 40846467 | 3543156 | 40846467 |
Largest Losing Trade | -2064142 | -58846 | -2064142 | -21826327 | -21379543 | -21826327 |
Avg Bars in Trades | 37 | 36 | 38 | 37 | 36 | 38 |
Avg Bars in Winners | 10 | 11 | 8 | 29 | 23 | 34 |
Avg Bars in Losers | 143 | 115 | 182 | 48 | 50 | 45 |
Bars Traded | 6935 | 3361 | 3574 | 6935 | 3361 | 3574 |
Profit Streak | 53.1609 | 158.6609 | 53.1609 | 0 | 0 | 0 |
Trades During Streak | 3 | 10 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574601 | -575868 | -576103 | -579039 | -580804 | 399871 |
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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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