Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2885559.1614 | -61474.4881 | -2824084.6733 | -2603901.6896 | -27639773.4298 | 25035871.7402 |
Total P&L (%) | -2885.5592 | -61.4745 | -2824.0847 | -2603.9017 | -27639.7734 | 25035.8717 |
Avg Daily Profit (%) | -1.5567 | -0.0332 | -1.5235 | 0 | 0 | 0.2986 |
Buy And Hold Return (%) | 4464.442 | 4464.442 | 4464.442 | 4464.442 | 4464.442 | 4464.442 |
Max Trade Drawdown | -3000270 | -125633 | -2898720 | -47722322 | -33628589 | -21954172 |
Profit Factor | 0.1576 | 0.8054 | 0.0918 | 0.9675 | 0.3934 | 1.722 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 142 | 70 | 72 | 115 | 55 | 60 |
Losing Trades | 41 | 22 | 19 | 68 | 37 | 31 |
Profitability (%) | 77.5956 | 76.087 | 79.1209 | 62.8415 | 59.7826 | 65.9341 |
Ratio Avg Win / Avg Loss | 0.0455 | 0.2531 | 0.0242 | 0.5721 | 0.2646 | 0.8897 |
Largest Winning Trade | 15011 | 15011 | 14467 | 29934340 | 2035365 | 29934340 |
Largest Losing Trade | -2015290 | -60425 | -2015290 | -18221207 | -17464642 | -18221207 |
Avg Bars in Trades | 29 | 29 | 29 | 29 | 29 | 29 |
Avg Bars in Winners | 8 | 9 | 6 | 21 | 18 | 24 |
Avg Bars in Losers | 103 | 91 | 117 | 43 | 46 | 40 |
Bars Traded | 5393 | 2706 | 2687 | 5393 | 2706 | 2687 |
Profit Streak | 0 | 0 | 0 | 60.906 | 60.906 | 61.906 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575964 | -577149 | -576758 | -576901 | -578980 | 407085 |
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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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