Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2835837.37 | 3093.8464 | -2838931.2164 | -2903415.33 | -25738349.8244 | 22834934.4944 |
Total P&L (%) | -2835.8374 | 3.0938 | -2838.9312 | -2903.4153 | -25738.3498 | 22834.9345 |
Avg Daily Profit (%) | -1.529 | 0.0017 | -1.5307 | 0 | 0 | 0.2935 |
Buy And Hold Return (%) | 8702.5556 | 8702.5556 | 8702.5556 | 8702.5556 | 8702.5556 | 8702.5556 |
Max Trade Drawdown | -2965505 | -134702 | -2906239 | -37437030 | -29945274 | -12541115 |
Profit Factor | 0.1616 | 1.0118 | 0.09 | 0.9611 | 0.3667 | 1.67 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 140 | 70 | 70 | 89 | 42 | 47 |
Losing Trades | 40 | 20 | 20 | 91 | 48 | 43 |
Profitability (%) | 77.7778 | 77.7778 | 77.7778 | 49.4444 | 46.6667 | 52.2222 |
Ratio Avg Win / Avg Loss | 0.0462 | 0.2891 | 0.0257 | 0.9827 | 0.4191 | 1.5279 |
Largest Winning Trade | 16611 | 16034 | 16611 | 38047792 | 1927603 | 38047792 |
Largest Losing Trade | -2164236 | -62288 | -2164236 | -14946080 | -14946080 | -9721697 |
Avg Bars in Trades | 28 | 27 | 30 | 28 | 27 | 30 |
Avg Bars in Winners | 9 | 10 | 8 | 23 | 20 | 25 |
Avg Bars in Losers | 96 | 86 | 106 | 34 | 34 | 34 |
Bars Traded | 5201 | 2485 | 2716 | 5201 | 2485 | 2716 |
Profit Streak | 37.8047 | 70.138 | 37.8047 | 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 | -574523 | -560324 | -576667 | -579773 | -582110 | 307050 |
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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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