Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3001129.6268 | -28396.6178 | -2972733.009 | -1720649.8834 | -27014671.1075 | 25294021.2241 |
Total P&L (%) | -3001.1296 | -28.3966 | -2972.733 | -1720.6499 | -27014.6711 | 25294.0212 |
Avg Daily Profit (%) | -1.6095 | -0.0152 | -1.5942 | 0 | 0 | 0.2974 |
Buy And Hold Return (%) | 8110.5928 | 8110.5928 | 8110.5928 | 8110.5928 | 8110.5928 | 8110.5928 |
Max Trade Drawdown | -3093465 | -150088 | -3020771 | -39364906 | -32772233 | -10327350 |
Profit Factor | 0.1421 | 0.8955 | 0.0787 | 0.9759 | 0.3477 | 1.842 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 126 | 61 | 65 | 81 | 37 | 44 |
Losing Trades | 40 | 22 | 18 | 85 | 46 | 39 |
Profitability (%) | 75.9036 | 73.494 | 78.3133 | 48.7952 | 44.5783 | 53.012 |
Ratio Avg Win / Avg Loss | 0.0451 | 0.323 | 0.0218 | 1.0241 | 0.4323 | 1.6326 |
Largest Winning Trade | 16611 | 16564 | 16611 | 38645435 | 2283678 | 38645435 |
Largest Losing Trade | -2279859 | -62600 | -2279859 | -15514297 | -15514297 | -8066260 |
Avg Bars in Trades | 31 | 29 | 32 | 31 | 29 | 32 |
Avg Bars in Winners | 10 | 11 | 9 | 25 | 23 | 27 |
Avg Bars in Losers | 96 | 80 | 115 | 36 | 34 | 38 |
Bars Traded | 5190 | 2488 | 2702 | 5190 | 2488 | 2702 |
Profit Streak | 43.9522 | 71.2856 | 0 | 0 | 0 | 98.6189 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575996 | -576541 | -577161 | -578710 | -582940 | 373558 |
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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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