Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2911383.1755 | -79447.8796 | -2831935.296 | -1855553.263 | -28275977.6165 | 26420424.3535 |
Total P&L (%) | -2911.3832 | -79.4479 | -2831.9353 | -1855.5533 | -28275.9776 | 26420.4244 |
Avg Daily Profit (%) | -1.5641 | -0.0427 | -1.5215 | 0 | 0 | 0.3003 |
Buy And Hold Return (%) | 5631.4828 | 5631.4828 | 5631.4828 | 5631.4828 | 5631.4828 | 5631.4828 |
Max Trade Drawdown | -3026094 | -137273 | -2906571 | -44923198 | -33844372 | -17338716 |
Profit Factor | 0.1456 | 0.7448 | 0.0853 | 0.9737 | 0.3367 | 1.9439 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 129 | 63 | 66 | 104 | 49 | 55 |
Losing Trades | 40 | 22 | 18 | 65 | 36 | 29 |
Profitability (%) | 76.3314 | 74.1176 | 78.5714 | 61.5385 | 57.6471 | 65.4762 |
Ratio Avg Win / Avg Loss | 0.0451 | 0.2601 | 0.0233 | 0.6086 | 0.2474 | 1.025 |
Largest Winning Trade | 15011 | 15011 | 14467 | 29934340 | 2035365 | 29934340 |
Largest Losing Trade | -2015290 | -60425 | -2015290 | -17056745 | -17056745 | -14150175 |
Avg Bars in Trades | 31 | 31 | 31 | 31 | 31 | 31 |
Avg Bars in Winners | 8 | 9 | 6 | 22 | 18 | 25 |
Avg Bars in Losers | 108 | 95 | 124 | 46 | 49 | 43 |
Bars Traded | 5393 | 2707 | 2686 | 5393 | 2707 | 2686 |
Profit Streak | 0 | 0 | 0 | 68.5485 | 68.5485 | 69.5485 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576479 | -577700 | -577125 | -577427 | -579555 | 445709 |
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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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