Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2925758.0126 | -36031.2536 | -2889726.759 | -5015818.9772 | -37048183.306 | 32032364.3288 |
Total P&L (%) | -2925.758 | -36.0313 | -2889.7268 | -5015.819 | -37048.1833 | 32032.3643 |
Avg Daily Profit (%) | -1.5724 | -0.0194 | -1.553 | 0 | 0 | 0.3107 |
Buy And Hold Return (%) | 7970.297 | 7970.297 | 7970.297 | 7970.297 | 7970.297 | 7970.297 |
Max Trade Drawdown | -3040195 | -137565 | -2946930 | -64705816 | -46482426 | -26538020 |
Profit Factor | 0.1497 | 0.8728 | 0.0848 | 0.9509 | 0.3814 | 1.7579 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 147 | 71 | 76 | 108 | 51 | 57 |
Losing Trades | 41 | 23 | 18 | 80 | 43 | 37 |
Profitability (%) | 78.1915 | 75.5319 | 80.8511 | 57.4468 | 54.2553 | 60.6383 |
Ratio Avg Win / Avg Loss | 0.0417 | 0.2827 | 0.0201 | 0.7044 | 0.3216 | 1.1411 |
Largest Winning Trade | 14303 | 11930 | 14303 | 35615042 | 3476847 | 35615042 |
Largest Losing Trade | -2064142 | -60993 | -2064142 | -23571631 | -22011000 | -23571631 |
Avg Bars in Trades | 36 | 35 | 38 | 36 | 35 | 38 |
Avg Bars in Winners | 9 | 11 | 8 | 29 | 25 | 33 |
Avg Bars in Losers | 134 | 111 | 163 | 47 | 48 | 45 |
Bars Traded | 6935 | 3356 | 3578 | 6935 | 3356 | 3578 |
Profit Streak | 40.8103 | 40.8103 | 44.5603 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575151 | -576944 | -576277 | -578828 | -580529 | 362747 |
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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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