Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2815507.9089 | 16141.0859 | -2831648.9948 | -4069666.2645 | -30733759.6254 | 26664093.3609 |
Total P&L (%) | -2815.5079 | 16.1411 | -2831.649 | -4069.6663 | -30733.7596 | 26664.0934 |
Avg Daily Profit (%) | -1.5172 | 0.0087 | -1.5259 | 0 | 0 | 0.3017 |
Buy And Hold Return (%) | 8995.1004 | 8995.1004 | 8995.1004 | 8995.1004 | 8995.1004 | 8995.1004 |
Max Trade Drawdown | -2938300 | -126699 | -2895001 | -45873330 | -36286025 | -18664136 |
Profit Factor | 0.1701 | 1.0624 | 0.0964 | 0.9577 | 0.396 | 1.5878 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 143 | 71 | 72 | 96 | 44 | 52 |
Losing Trades | 35 | 18 | 17 | 82 | 45 | 37 |
Profitability (%) | 80.3371 | 79.7753 | 80.8989 | 53.9326 | 49.4382 | 58.427 |
Ratio Avg Win / Avg Loss | 0.0416 | 0.2693 | 0.0228 | 0.818 | 0.405 | 1.1298 |
Largest Winning Trade | 19369 | 15397 | 19369 | 42329770 | 1905921 | 42329770 |
Largest Losing Trade | -2164236 | -62454 | -2164236 | -17096348 | -17096348 | -14789276 |
Avg Bars in Trades | 29 | 27 | 30 | 29 | 27 | 30 |
Avg Bars in Winners | 9 | 11 | 8 | 20 | 17 | 23 |
Avg Bars in Losers | 108 | 94 | 123 | 39 | 38 | 39 |
Bars Traded | 5200 | 2491 | 2709 | 5200 | 2491 | 2709 |
Profit Streak | 38.8643 | 71.1976 | 38.8643 | 0 | 0 | 0 |
Trades During Streak | 3 | 4 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574216 | -494999 | -576293 | -579058 | -581034 | 301783 |
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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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