Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2467919.9307 | -13465.8306 | -2454454.1001 | -826913.1105 | -23816140.8067 | 22989227.6961 |
Total P&L (%) | -2467.9199 | -13.4658 | -2454.4541 | -826.9131 | -23816.1408 | 22989.2277 |
Avg Daily Profit (%) | -1.3258 | -0.0072 | -1.3185 | 0 | 0 | 0.2928 |
Buy And Hold Return (%) | 7265.7061 | 7265.7061 | 7265.7061 | 7265.7061 | 7265.7061 | 7265.7061 |
Max Trade Drawdown | -2571281 | -155059 | -2507787 | -33854263 | -31372504 | -6979380 |
Profit Factor | 0.1833 | 0.9532 | 0.1023 | 0.9868 | 0.3816 | 1.9613 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 148 | 73 | 75 | 105 | 50 | 55 |
Losing Trades | 44 | 23 | 21 | 87 | 46 | 41 |
Profitability (%) | 77.0833 | 76.0417 | 78.125 | 54.6875 | 52.0833 | 57.2917 |
Ratio Avg Win / Avg Loss | 0.0545 | 0.3003 | 0.0286 | 0.8176 | 0.3511 | 1.462 |
Largest Winning Trade | 23253 | 23253 | 14298 | 29981814 | 3053090 | 29981814 |
Largest Losing Trade | -1723591 | -59303 | -1723591 | -14574686 | -14574686 | -5949328 |
Avg Bars in Trades | 36 | 34 | 37 | 36 | 34 | 37 |
Avg Bars in Winners | 8 | 10 | 7 | 28 | 26 | 30 |
Avg Bars in Losers | 128 | 112 | 146 | 46 | 44 | 48 |
Bars Traded | 6998 | 3356 | 3642 | 6998 | 3356 | 3642 |
Profit Streak | 27.234 | 68.484 | 27.234 | 0 | 0 | 0 |
Trades During Streak | 3 | 4 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574797 | -575989 | -576611 | -579165 | -580805 | 328569 |
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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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