Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2660960.0146 | -9567.281 | -2651392.7336 | -7322565.9079 | -33234569.4876 | 25912003.5797 |
Total P&L (%) | -2660.96 | -9.5673 | -2651.3927 | -7322.5659 | -33234.5695 | 25912.0036 |
Avg Daily Profit (%) | -1.4255 | -0.0051 | -1.4203 | 0 | 0 | 0.2983 |
Buy And Hold Return (%) | 5430.1058 | 5430.1058 | 5430.1058 | 5430.1058 | 5430.1058 | 5430.1058 |
Max Trade Drawdown | -2797974 | -128882 | -2740052 | -64480821 | -40114457 | -33190667 |
Profit Factor | 0.18 | 0.9663 | 0.1046 | 0.931 | 0.4028 | 1.5137 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 138 | 68 | 70 | 101 | 48 | 53 |
Losing Trades | 35 | 19 | 16 | 72 | 39 | 33 |
Profitability (%) | 79.7688 | 78.1609 | 81.3953 | 58.3815 | 55.1724 | 61.6279 |
Ratio Avg Win / Avg Loss | 0.0456 | 0.27 | 0.0239 | 0.6637 | 0.3272 | 0.9425 |
Largest Winning Trade | 17879 | 16817 | 17879 | 33851845 | 4439983 | 33851845 |
Largest Losing Trade | -1885852 | -60544 | -1885852 | -30489553 | -19896979 | -30489553 |
Avg Bars in Trades | 41 | 41 | 41 | 41 | 41 | 41 |
Avg Bars in Winners | 11 | 13 | 9 | 31 | 26 | 35 |
Avg Bars in Losers | 161 | 141 | 186 | 55 | 58 | 51 |
Bars Traded | 7191 | 3580 | 3611 | 7191 | 3580 | 3611 |
Profit Streak | 50.1646 | 159.6646 | 50.1646 | 0 | 0 | 0 |
Trades During Streak | 3 | 11 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574596 | -575589 | -576235 | -578785 | -580429 | 306956 |
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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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