Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3624915.7109 | -5666.7163 | -3619248.9946 | -3580468.3706 | -186986108.8684 | 183405640.4977 |
Total P&L (%) | -3624.9157 | -5.6667 | -3619.249 | -3580.4684 | -186986.1089 | 183405.6405 |
Avg Daily Profit (%) | -1.9486 | -0.003 | -1.9456 | 0 | 0 | 0.4048 |
Buy And Hold Return (%) | 9521.5435 | 9521.5435 | 9521.5435 | 9521.5435 | 9521.5435 | 9521.5435 |
Max Trade Drawdown | -3830857 | -119825 | -3771833 | -277253284 | -223121713 | -124469347 |
Profit Factor | 0.1794 | 0.9787 | 0.1283 | 0.9929 | 0.4087 | 1.9669 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 162 | 74 | 88 | 111 | 49 | 62 |
Losing Trades | 52 | 33 | 19 | 103 | 58 | 45 |
Profitability (%) | 75.7009 | 69.1589 | 82.243 | 51.8692 | 45.7944 | 57.9439 |
Ratio Avg Win / Avg Loss | 0.0576 | 0.4364 | 0.0277 | 0.9214 | 0.4838 | 1.4276 |
Largest Winning Trade | 22510 | 11503 | 22510 | 80650985 | 18482171 | 80650985 |
Largest Losing Trade | -2781266 | -55686 | -2781266 | -107284524 | -107284524 | -71613942 |
Avg Bars in Trades | 32 | 11 | 53 | 32 | 11 | 53 |
Avg Bars in Winners | 11 | 6 | 16 | 27 | 9 | 41 |
Avg Bars in Losers | 98 | 24 | 226 | 38 | 13 | 69 |
Bars Traded | 6993 | 1283 | 5710 | 6993 | 1283 | 5710 |
Profit Streak | 97.5892 | 97.5892 | 101.8392 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574847 | -576650 | -575306 | -579415 | -582405 | 474257 |
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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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