Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2648139.8708 | -21418.1421 | -2626721.7288 | -3147558.9662 | -35649524.7757 | 32501965.8095 |
Total P&L (%) | -2648.1399 | -21.4181 | -2626.7217 | -3147.559 | -35649.5248 | 32501.9658 |
Avg Daily Profit (%) | -1.422 | -0.0115 | -1.4105 | 0 | 0 | 0.3112 |
Buy And Hold Return (%) | 7937.259 | 7937.259 | 7937.259 | 7937.259 | 7937.259 | 7937.259 |
Max Trade Drawdown | -2778457 | -127196 | -2690323 | -62222375 | -43224051 | -27307623 |
Profit Factor | 0.1737 | 0.9265 | 0.0984 | 0.9689 | 0.3929 | 1.765 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 167 | 79 | 88 | 130 | 61 | 69 |
Losing Trades | 47 | 28 | 19 | 84 | 46 | 38 |
Profitability (%) | 78.0374 | 73.8318 | 82.243 | 60.7477 | 57.0093 | 64.486 |
Ratio Avg Win / Avg Loss | 0.0489 | 0.3284 | 0.0212 | 0.6261 | 0.2963 | 0.972 |
Largest Winning Trade | 23253 | 23253 | 12279 | 35753632 | 2947744 | 35753632 |
Largest Losing Trade | -1801299 | -61180 | -1801299 | -23436906 | -21729568 | -23436906 |
Avg Bars in Trades | 32 | 31 | 33 | 32 | 31 | 33 |
Avg Bars in Winners | 8 | 9 | 6 | 24 | 21 | 27 |
Avg Bars in Losers | 118 | 93 | 156 | 45 | 45 | 45 |
Bars Traded | 6937 | 3358 | 3579 | 6937 | 3358 | 3579 |
Profit Streak | 46.3187 | 79.5687 | 46.3187 | 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 | -574604 | -576124 | -576104 | -578264 | -580138 | 325006 |
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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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