Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2942537.8713 | -7217.3378 | -2935320.5335 | -5535614.7819 | -47634638.1006 | 42099023.3186 |
Total P&L (%) | -2942.5379 | -7.2173 | -2935.3205 | -5535.6148 | -47634.6381 | 42099.0233 |
Avg Daily Profit (%) | -1.584 | -0.0039 | -1.5801 | 0 | 0 | 0.3259 |
Buy And Hold Return (%) | 8364.1574 | 8364.1574 | 8364.1574 | 8364.1574 | 8364.1574 | 8364.1574 |
Max Trade Drawdown | -3057631 | -129634 | -2989977 | -81966321 | -57613077 | -38107933 |
Profit Factor | 0.1614 | 0.9738 | 0.0922 | 0.96 | 0.3845 | 1.6895 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 133 | 66 | 67 | 104 | 51 | 53 |
Losing Trades | 39 | 20 | 19 | 68 | 35 | 33 |
Profitability (%) | 77.3256 | 76.7442 | 77.907 | 60.4651 | 59.3023 | 61.6279 |
Ratio Avg Win / Avg Loss | 0.0473 | 0.2951 | 0.0261 | 0.6277 | 0.2639 | 1.0519 |
Largest Winning Trade | 15011 | 15011 | 14970 | 49331394 | 3728051 | 49331394 |
Largest Losing Trade | -2164236 | -60425 | -2164236 | -32983258 | -28703258 | -32983258 |
Avg Bars in Trades | 30 | 29 | 31 | 30 | 29 | 31 |
Avg Bars in Winners | 8 | 10 | 7 | 23 | 19 | 26 |
Avg Bars in Losers | 104 | 92 | 116 | 41 | 44 | 37 |
Bars Traded | 5201 | 2527 | 2674 | 5201 | 2527 | 2674 |
Profit Streak | 0 | 0 | 0 | 64.9926 | 64.9926 | 65.9926 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576334 | -577079 | -577206 | -577548 | -579059 | 428851 |
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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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