Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2136680.6085 | 48097.9935 | -2184778.6019 | -4965900.6349 | -32371988.3513 | 27406087.7164 |
Total P&L (%) | -2136.6806 | 48.098 | -2184.7786 | -4965.9006 | -32371.9884 | 27406.0877 |
Avg Daily Profit (%) | -1.1474 | 0.0258 | -1.1732 | 0 | 0 | 0.3021 |
Buy And Hold Return (%) | 7006.3496 | 7006.3496 | 7006.3496 | 7006.3496 | 7006.3496 | 7006.3496 |
Max Trade Drawdown | -2277618 | -139514 | -2253813 | -67047727 | -39096337 | -42662414 |
Profit Factor | 0.2022 | 1.2266 | 0.114 | 0.952 | 0.3487 | 1.5107 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 149 | 74 | 75 | 92 | 40 | 52 |
Losing Trades | 31 | 16 | 15 | 88 | 50 | 38 |
Profitability (%) | 82.7778 | 82.2222 | 83.3333 | 51.1111 | 44.4444 | 57.7778 |
Ratio Avg Win / Avg Loss | 0.0421 | 0.2652 | 0.0228 | 0.9106 | 0.4359 | 1.104 |
Largest Winning Trade | 15670 | 15670 | 15608 | 34035450 | 2075375 | 34035450 |
Largest Losing Trade | -1527363 | -56376 | -1527363 | -40182388 | -16687377 | -40182388 |
Avg Bars in Trades | 38 | 37 | 39 | 38 | 37 | 39 |
Avg Bars in Winners | 11 | 14 | 8 | 30 | 22 | 36 |
Avg Bars in Losers | 169 | 144 | 195 | 47 | 49 | 43 |
Bars Traded | 6933 | 3383 | 3550 | 6933 | 3383 | 3550 |
Profit Streak | 45.6459 | 146.8959 | 45.6459 | 0 | 0 | 0 |
Trades During Streak | 3 | 14 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573979 | -320439 | -576044 | -579691 | -583252 | 312317 |
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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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