Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2812399.9259 | 18212.2361 | -2830612.162 | -3885600.1295 | -35517460.8485 | 31631860.719 |
Total P&L (%) | -2812.3999 | 18.2122 | -2830.6122 | -3885.6001 | -35517.4608 | 31631.8607 |
Avg Daily Profit (%) | -1.5091 | 0.0098 | -1.5188 | 0 | 0 | 0.3095 |
Buy And Hold Return (%) | 8989.3892 | 8989.3892 | 8989.3892 | 8989.3892 | 8989.3892 | 8989.3892 |
Max Trade Drawdown | -2949107 | -134702 | -2901043 | -53709738 | -39672388 | -19825256 |
Profit Factor | 0.1697 | 1.07 | 0.0947 | 0.9625 | 0.3557 | 1.6511 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 142 | 71 | 71 | 91 | 42 | 49 |
Losing Trades | 38 | 19 | 19 | 89 | 48 | 41 |
Profitability (%) | 78.8889 | 78.8889 | 78.8889 | 50.5556 | 46.6667 | 54.4444 |
Ratio Avg Win / Avg Loss | 0.0454 | 0.2863 | 0.0254 | 0.9414 | 0.4065 | 1.3815 |
Largest Winning Trade | 16611 | 16034 | 16611 | 53571633 | 2683431 | 53571633 |
Largest Losing Trade | -2164236 | -62288 | -2164236 | -19938031 | -19938031 | -14035420 |
Avg Bars in Trades | 28 | 27 | 30 | 28 | 27 | 30 |
Avg Bars in Winners | 10 | 11 | 8 | 22 | 20 | 24 |
Avg Bars in Losers | 99 | 86 | 111 | 34 | 33 | 36 |
Bars Traded | 5201 | 2496 | 2705 | 5201 | 2496 | 2705 |
Profit Streak | 46.9791 | 79.3125 | 46.9791 | 0 | 0 | 0 |
Trades During Streak | 3 | 4 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574394 | -485351 | -576509 | -579485 | -582110 | 309682 |
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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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