Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3661555.1066 | -16867.2043 | -3644687.9023 | 2632154.1459 | -123411598.4605 | 126043752.6064 |
Total P&L (%) | -3661.5551 | -16.8672 | -3644.6879 | 2632.1541 | -123411.5985 | 126043.7526 |
Avg Daily Profit (%) | -1.9728 | -0.0091 | -1.9637 | 0.1784 | 0 | 0.3854 |
Buy And Hold Return (%) | 7381.9578 | 7381.9578 | 7381.9578 | 7381.9578 | 7381.9578 | 7381.9578 |
Max Trade Drawdown | -3837289 | -133029 | -3759884 | -162468766 | -137954254 | -90477027 |
Profit Factor | 0.1601 | 0.9256 | 0.1181 | 1.0087 | 0.3101 | 2.0141 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 129 | 58 | 71 | 109 | 49 | 60 |
Losing Trades | 44 | 29 | 15 | 64 | 38 | 26 |
Profitability (%) | 74.5665 | 66.6667 | 82.5581 | 63.0058 | 56.3218 | 69.7674 |
Ratio Avg Win / Avg Loss | 0.0546 | 0.4628 | 0.0249 | 0.5923 | 0.2405 | 0.8728 |
Largest Winning Trade | 42201 | 20465 | 42201 | 67563420 | 8084548 | 67563420 |
Largest Losing Trade | -2721718 | -42035 | -2721718 | -89233916 | -60992828 | -89233916 |
Avg Bars in Trades | 40 | 8 | 72 | 40 | 8 | 72 |
Avg Bars in Winners | 19 | 4 | 31 | 32 | 5 | 54 |
Avg Bars in Losers | 102 | 16 | 267 | 53 | 12 | 113 |
Bars Traded | 6998 | 745 | 6253 | 6998 | 745 | 6253 |
Profit Streak | 81.1722 | 81.1722 | 97.4222 | 81.1722 | 81.1722 | 97.4222 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575724 | -577825 | -575248 | -367014 | -579444 | 526560 |
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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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