Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2734250.1131 | -38550.7955 | -2695699.3176 | -3298047.1377 | -29291726.922 | 25993679.7842 |
Total P&L (%) | -2734.2501 | -38.5508 | -2695.6993 | -3298.0471 | -29291.7269 | 25993.6798 |
Avg Daily Profit (%) | -1.4655 | -0.0207 | -1.4448 | 0 | 0 | 0.2987 |
Buy And Hold Return (%) | 8265.4926 | 8265.4926 | 8265.4926 | 8265.4926 | 8265.4926 | 8265.4926 |
Max Trade Drawdown | -2852596 | -143039 | -2755916 | -47170105 | -33681416 | -19316122 |
Profit Factor | 0.15 | 0.8547 | 0.0867 | 0.9552 | 0.3195 | 1.8499 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 143 | 69 | 74 | 96 | 45 | 51 |
Losing Trades | 35 | 20 | 15 | 82 | 44 | 38 |
Profitability (%) | 80.3371 | 77.5281 | 83.1461 | 53.9326 | 50.5618 | 57.3034 |
Ratio Avg Win / Avg Loss | 0.0367 | 0.2477 | 0.0176 | 0.8159 | 0.3124 | 1.3784 |
Largest Winning Trade | 14122 | 11930 | 14122 | 29472835 | 2561187 | 29472835 |
Largest Losing Trade | -1885852 | -59179 | -1885852 | -17269203 | -15084256 | -17269203 |
Avg Bars in Trades | 38 | 37 | 40 | 38 | 37 | 40 |
Avg Bars in Winners | 10 | 12 | 8 | 30 | 23 | 35 |
Avg Bars in Losers | 156 | 125 | 197 | 49 | 51 | 45 |
Bars Traded | 6934 | 3358 | 3575 | 6934 | 3358 | 3575 |
Profit Streak | 49.4392 | 153.9392 | 49.4392 | 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 | -574507 | -575686 | -576058 | -579335 | -581021 | 321434 |
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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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