Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2606544.141 | -10239.4443 | -2596304.6968 | -3198086.2002 | -51763351.5562 | 48565265.356 |
Total P&L (%) | -2606.5441 | -10.2394 | -2596.3047 | -3198.0862 | -51763.3516 | 48565.2654 |
Avg Daily Profit (%) | -1.4036 | -0.0055 | -1.3981 | 0 | 0 | 0.3338 |
Buy And Hold Return (%) | 7269.252 | 7269.252 | 7269.252 | 7269.252 | 7269.252 | 7269.252 |
Max Trade Drawdown | -2702410 | -124228 | -2666576 | -77042443 | -65647739 | -31031546 |
Profit Factor | 0.1869 | 0.9639 | 0.1114 | 0.9754 | 0.391 | 2.0756 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 153 | 71 | 82 | 108 | 50 | 58 |
Losing Trades | 41 | 26 | 15 | 86 | 47 | 39 |
Profitability (%) | 78.866 | 73.1959 | 84.5361 | 55.6701 | 51.5464 | 59.7938 |
Ratio Avg Win / Avg Loss | 0.0501 | 0.353 | 0.0204 | 0.7767 | 0.3675 | 1.3957 |
Largest Winning Trade | 13566 | 10705 | 13566 | 35724985 | 3560679 | 35724985 |
Largest Losing Trade | -1796763 | -61043 | -1796763 | -27910933 | -27910933 | -22521091 |
Avg Bars in Trades | 27 | 21 | 33 | 27 | 21 | 33 |
Avg Bars in Winners | 8 | 6 | 9 | 23 | 14 | 30 |
Avg Bars in Losers | 99 | 61 | 164 | 32 | 28 | 38 |
Bars Traded | 5324 | 2047 | 3276 | 5324 | 2047 | 3276 |
Profit Streak | 39.6475 | 74.6475 | 0 | 0 | 0 | 85.9808 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575195 | -576953 | -576465 | -578749 | -580595 | 480084 |
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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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