Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2124878.64 | 52414.1215 | -2177292.7615 | -6807308.5572 | -35656742.4635 | 28849433.9064 |
Total P&L (%) | -2124.8786 | 52.4141 | -2177.2928 | -6807.3086 | -35656.7425 | 28849.4339 |
Avg Daily Profit (%) | -1.1461 | 0.0283 | -1.1744 | 0 | 0 | 0.3062 |
Buy And Hold Return (%) | 6498.4557 | 6498.4557 | 6498.4557 | 6498.4557 | 6498.4557 | 6498.4557 |
Max Trade Drawdown | -2261413 | -132824 | -2245949 | -77188678 | -44548484 | -50486334 |
Profit Factor | 0.2071 | 1.2305 | 0.1122 | 0.9452 | 0.4172 | 1.4573 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 158 | 77 | 81 | 103 | 47 | 56 |
Losing Trades | 32 | 18 | 14 | 87 | 48 | 39 |
Profitability (%) | 83.1579 | 81.0526 | 85.2632 | 54.2105 | 49.4737 | 58.9474 |
Ratio Avg Win / Avg Loss | 0.0419 | 0.2877 | 0.0194 | 0.7984 | 0.4261 | 1.0149 |
Largest Winning Trade | 15670 | 15670 | 15608 | 34472902 | 2531252 | 34472902 |
Largest Losing Trade | -1527363 | -56376 | -1527363 | -47551492 | -19323575 | -47551492 |
Avg Bars in Trades | 36 | 35 | 37 | 36 | 35 | 37 |
Avg Bars in Winners | 10 | 12 | 8 | 27 | 20 | 33 |
Avg Bars in Losers | 165 | 132 | 208 | 46 | 49 | 42 |
Bars Traded | 6932 | 3366 | 3565 | 6932 | 3366 | 3565 |
Profit Streak | 37.4146 | 138.6646 | 37.4146 | 0 | 0 | 0 |
Trades During Streak | 3 | 12 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573875 | -317300 | -575855 | -579237 | -581283 | 324656 |
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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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