Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2707743.1537 | -45868.5119 | -2661874.6418 | -2084213.841 | -41987716.4214 | 39903502.5803 |
Total P&L (%) | -2707.7432 | -45.8685 | -2661.8746 | -2084.2138 | -41987.7164 | 39903.5026 |
Avg Daily Profit (%) | -1.4589 | -0.0247 | -1.4342 | 0 | 0 | 0.3233 |
Buy And Hold Return (%) | 7480.3409 | 7480.3409 | 7480.3409 | 7480.3409 | 7480.3409 | 7480.3409 |
Max Trade Drawdown | -2775627 | -130682 | -2718815 | -60963311 | -53006170 | -24029292 |
Profit Factor | 0.1703 | 0.8418 | 0.1048 | 0.9799 | 0.3833 | 2.1156 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 150 | 68 | 82 | 107 | 48 | 59 |
Losing Trades | 48 | 31 | 17 | 91 | 51 | 40 |
Profitability (%) | 75.7576 | 68.6869 | 82.8283 | 54.0404 | 48.4848 | 59.596 |
Ratio Avg Win / Avg Loss | 0.0545 | 0.3838 | 0.0217 | 0.8334 | 0.4072 | 1.4343 |
Largest Winning Trade | 13566 | 12590 | 13566 | 28887710 | 2869667 | 28887710 |
Largest Losing Trade | -1831337 | -56401 | -1831337 | -20719198 | -20719198 | -16481474 |
Avg Bars in Trades | 26 | 20 | 33 | 26 | 20 | 33 |
Avg Bars in Winners | 7 | 5 | 9 | 23 | 13 | 31 |
Avg Bars in Losers | 87 | 52 | 149 | 31 | 27 | 35 |
Bars Traded | 5331 | 2022 | 3309 | 5331 | 2022 | 3309 |
Profit Streak | 38.9598 | 73.6265 | 38.9598 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574694 | -577124 | -576080 | -578939 | -581379 | 426509 |
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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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