Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2870825.4058 | -48270.6604 | -2822554.7454 | 680906.4643 | -30539692.5207 | 31220598.985 |
Total P&L (%) | -2870.8254 | -48.2707 | -2822.5547 | 680.9065 | -30539.6925 | 31220.599 |
Avg Daily Profit (%) | -1.5379 | -0.0259 | -1.5121 | 0.1102 | 0 | 0.3083 |
Buy And Hold Return (%) | 7479.63 | 7479.63 | 7479.63 | 7479.63 | 7479.63 | 7479.63 |
Max Trade Drawdown | -2963830 | -100893 | -2895731 | -52320082 | -32867371 | -25774097 |
Profit Factor | 0.1896 | 0.7967 | 0.146 | 1.0076 | 0.3828 | 1.7697 |
Total Trades | 217 | 109 | 108 | 217 | 109 | 108 |
Winning Trades | 163 | 74 | 89 | 147 | 67 | 80 |
Losing Trades | 54 | 35 | 19 | 70 | 42 | 28 |
Profitability (%) | 75.1152 | 67.8899 | 82.4074 | 67.7419 | 61.4679 | 74.0741 |
Ratio Avg Win / Avg Loss | 0.0628 | 0.3768 | 0.0312 | 0.4798 | 0.24 | 0.6194 |
Largest Winning Trade | 23144 | 8615 | 23144 | 16075876 | 2094008 | 16075876 |
Largest Losing Trade | -1858217 | -53081 | -1858217 | -26447515 | -26447515 | -25357832 |
Avg Bars in Trades | 24 | 5 | 44 | 24 | 5 | 44 |
Avg Bars in Winners | 10 | 3 | 16 | 18 | 3 | 31 |
Avg Bars in Losers | 68 | 11 | 175 | 37 | 8 | 80 |
Bars Traded | 5381 | 612 | 4769 | 5381 | 612 | 4769 |
Profit Streak | 49.7851 | 89.1185 | 0 | 49.7851 | 89.1185 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575544 | -577886 | -576643 | -420878 | -578719 | 381817 |
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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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