Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2613083.9375 | -10589.6361 | -2602494.3014 | -1701258.2818 | -43049241.9407 | 41347983.6589 |
Total P&L (%) | -2613.0839 | -10.5896 | -2602.4943 | -1701.2583 | -43049.2419 | 41347.9837 |
Avg Daily Profit (%) | -1.4051 | -0.0057 | -1.3994 | 0 | 0 | 0.3246 |
Buy And Hold Return (%) | 9044.5563 | 9044.5563 | 9044.5563 | 9044.5563 | 9044.5563 | 9044.5563 |
Max Trade Drawdown | -2755404 | -143328 | -2683518 | -66790421 | -50242692 | -23566631 |
Profit Factor | 0.1907 | 0.9641 | 0.1131 | 0.9839 | 0.3368 | 2.0123 |
Total Trades | 276 | 138 | 138 | 276 | 138 | 138 |
Winning Trades | 208 | 103 | 105 | 153 | 75 | 78 |
Losing Trades | 68 | 35 | 33 | 123 | 63 | 60 |
Profitability (%) | 75.3623 | 74.6377 | 76.087 | 55.4348 | 54.3478 | 56.5217 |
Ratio Avg Win / Avg Loss | 0.0624 | 0.3276 | 0.0355 | 0.791 | 0.283 | 1.5479 |
Largest Winning Trade | 23253 | 23253 | 15523 | 46066247 | 2880144 | 46066247 |
Largest Losing Trade | -1801299 | -60544 | -1801299 | -26011523 | -26011523 | -20365632 |
Avg Bars in Trades | 25 | 24 | 26 | 25 | 24 | 26 |
Avg Bars in Winners | 6 | 7 | 4 | 20 | 16 | 23 |
Avg Bars in Losers | 83 | 74 | 93 | 31 | 33 | 28 |
Bars Traded | 6934 | 3346 | 3588 | 6934 | 3346 | 3588 |
Profit Streak | 40.4143 | 40.4143 | 43.9143 | 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 | -574781 | -576946 | -576475 | -578351 | -580125 | 437303 |
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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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