Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2864016.573 | -31075.7612 | -2832940.8118 | -3443898.4794 | -34688600.71 | 31244702.2306 |
Total P&L (%) | -2864.0166 | -31.0758 | -2832.9408 | -3443.8985 | -34688.6007 | 31244.7022 |
Avg Daily Profit (%) | -1.5379 | -0.0167 | -1.5212 | 0 | 0 | 0.3091 |
Buy And Hold Return (%) | 8351.839 | 8351.839 | 8351.839 | 8351.839 | 8351.839 | 8351.839 |
Max Trade Drawdown | -2994041 | -122874 | -2894977 | -60368293 | -42285537 | -29365492 |
Profit Factor | 0.1552 | 0.8909 | 0.0877 | 0.9666 | 0.4032 | 1.6955 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 139 | 69 | 70 | 112 | 54 | 58 |
Losing Trades | 37 | 19 | 18 | 64 | 34 | 30 |
Profitability (%) | 78.9773 | 78.4091 | 79.5455 | 63.6364 | 61.3636 | 65.9091 |
Ratio Avg Win / Avg Loss | 0.0413 | 0.2453 | 0.0226 | 0.5523 | 0.2538 | 0.877 |
Largest Winning Trade | 15023 | 15011 | 15023 | 37084806 | 2521556 | 37084806 |
Largest Losing Trade | -2015290 | -60425 | -2015290 | -24333970 | -21131118 | -24333970 |
Avg Bars in Trades | 29 | 28 | 30 | 29 | 28 | 30 |
Avg Bars in Winners | 8 | 9 | 6 | 21 | 18 | 24 |
Avg Bars in Losers | 110 | 97 | 123 | 43 | 45 | 41 |
Bars Traded | 5201 | 2524 | 2677 | 5201 | 2524 | 2677 |
Profit Streak | 0 | 0 | 0 | 69.5302 | 69.5302 | 70.5302 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575822 | -576858 | -576989 | -576842 | -578510 | 343150 |
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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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