Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2704399.1115 | 3945.6097 | -2708344.7212 | -3248087.4207 | -59378854.4182 | 56130766.9975 |
Total P&L (%) | -2704.3991 | 3.9456 | -2708.3447 | -3248.0874 | -59378.8544 | 56130.767 |
Avg Daily Profit (%) | -1.4535 | 0.0021 | -1.4556 | 0 | 0 | 0.3409 |
Buy And Hold Return (%) | 7239.4468 | 7239.4468 | 7239.4468 | 7239.4468 | 7239.4468 | 7239.4468 |
Max Trade Drawdown | -2905319 | -118421 | -2828895 | -85369776 | -65327292 | -31310531 |
Profit Factor | 0.2006 | 1.0159 | 0.1358 | 0.9776 | 0.3375 | 2.0155 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 163 | 76 | 87 | 106 | 49 | 57 |
Losing Trades | 50 | 31 | 19 | 107 | 58 | 49 |
Profitability (%) | 76.5258 | 71.028 | 82.0755 | 49.7653 | 45.7944 | 53.7736 |
Ratio Avg Win / Avg Loss | 0.0615 | 0.4144 | 0.0297 | 0.9868 | 0.3994 | 1.7326 |
Largest Winning Trade | 37349 | 37349 | 25972 | 37189404 | 5550805 | 37189404 |
Largest Losing Trade | -1812787 | -59833 | -1812787 | -43565947 | -43565947 | -19053698 |
Avg Bars in Trades | 25 | 10 | 40 | 25 | 10 | 40 |
Avg Bars in Winners | 8 | 4 | 11 | 23 | 7 | 37 |
Avg Bars in Losers | 79 | 24 | 170 | 26 | 13 | 43 |
Bars Traded | 5379 | 1128 | 4251 | 5379 | 1128 | 4251 |
Profit Streak | 42.8962 | 183.8962 | 0 | 0 | 0 | 85.8962 |
Trades During Streak | 1 | 15 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575394 | -555846 | -576681 | -579476 | -582405 | 498510 |
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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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