Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2865048.9462 | -60518.4469 | -2804530.4992 | -906369.9292 | -24604322.9045 | 23697952.9752 |
Total P&L (%) | -2865.0489 | -60.5184 | -2804.5305 | -906.3699 | -24604.3229 | 23697.953 |
Avg Daily Profit (%) | -1.5331 | -0.0324 | -1.5008 | 0 | 0 | 0.2933 |
Buy And Hold Return (%) | 6851.8091 | 6851.8091 | 6851.8091 | 6851.8091 | 6851.8091 | 6851.8091 |
Max Trade Drawdown | -2983193 | -172772 | -2873856 | -39453148 | -29582682 | -12621894 |
Profit Factor | 0.1454 | 0.7916 | 0.0842 | 0.9864 | 0.3341 | 1.7995 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 143 | 67 | 76 | 96 | 45 | 51 |
Losing Trades | 47 | 28 | 19 | 94 | 50 | 44 |
Profitability (%) | 75.2632 | 70.5263 | 80 | 50.5263 | 47.3684 | 53.6842 |
Ratio Avg Win / Avg Loss | 0.0478 | 0.3308 | 0.021 | 0.9658 | 0.3713 | 1.5525 |
Largest Winning Trade | 17879 | 15019 | 17879 | 40170716 | 1586837 | 40170716 |
Largest Losing Trade | -2064142 | -62474 | -2064142 | -12774939 | -12774939 | -8828642 |
Avg Bars in Trades | 36 | 34 | 38 | 36 | 34 | 38 |
Avg Bars in Winners | 8 | 9 | 8 | 27 | 25 | 28 |
Avg Bars in Losers | 120 | 96 | 155 | 45 | 42 | 49 |
Bars Traded | 6932 | 3308 | 3624 | 6932 | 3308 | 3624 |
Profit Streak | 51.5337 | 76.0337 | 51.5337 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575095 | -577175 | -576348 | -579714 | -582102 | 349979 |
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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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