Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2988997.4662 | -53042.1696 | -2935955.2966 | -3117843.0758 | -27539778.0244 | 24421934.9486 |
Total P&L (%) | -2988.9975 | -53.0422 | -2935.9553 | -3117.8431 | -27539.778 | 24421.9349 |
Avg Daily Profit (%) | -1.6035 | -0.0285 | -1.5751 | 0 | 0 | 0.2956 |
Buy And Hold Return (%) | 5334.2466 | 5334.2466 | 5334.2466 | 5334.2466 | 5334.2466 | 5334.2466 |
Max Trade Drawdown | -3062282 | -128659 | -2988025 | -48716454 | -33202825 | -24003012 |
Profit Factor | 0.1556 | 0.8348 | 0.0878 | 0.9628 | 0.4083 | 1.6549 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 139 | 67 | 72 | 112 | 53 | 59 |
Losing Trades | 46 | 26 | 20 | 73 | 40 | 33 |
Profitability (%) | 75.1351 | 72.043 | 78.2609 | 60.5405 | 56.9892 | 64.1304 |
Ratio Avg Win / Avg Loss | 0.0515 | 0.324 | 0.0244 | 0.6275 | 0.3081 | 0.9256 |
Largest Winning Trade | 15011 | 15011 | 14970 | 29996840 | 2266908 | 29996840 |
Largest Losing Trade | -2164236 | -60425 | -2164236 | -21121058 | -16217112 | -21121058 |
Avg Bars in Trades | 29 | 29 | 29 | 29 | 29 | 29 |
Avg Bars in Winners | 7 | 9 | 6 | 21 | 17 | 24 |
Avg Bars in Losers | 93 | 80 | 109 | 41 | 44 | 36 |
Bars Traded | 5392 | 2711 | 2681 | 5392 | 2711 | 2681 |
Profit Streak | 0 | 0 | 0 | 71.4104 | 71.4104 | 72.077 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576273 | -577670 | -576867 | -577197 | -579342 | 365043 |
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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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