Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3222155.6326 | -75803.1579 | -3146352.4747 | -2763085.8491 | -34906499.3572 | 32143413.5081 |
Total P&L (%) | -3222.1556 | -75.8032 | -3146.3525 | -2763.0858 | -34906.4994 | 32143.4135 |
Avg Daily Profit (%) | -1.7249 | -0.0406 | -1.6843 | 0 | 0 | 0.3097 |
Buy And Hold Return (%) | 8115.2494 | 8115.2494 | 8115.2494 | 8115.2494 | 8115.2494 | 8115.2494 |
Max Trade Drawdown | -3292465 | -133943 | -3213556 | -41531457 | -39969230 | -16434016 |
Profit Factor | 0.1642 | 0.7722 | 0.1068 | 0.9669 | 0.3389 | 2.0495 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 162 | 73 | 89 | 123 | 57 | 66 |
Losing Trades | 62 | 39 | 23 | 101 | 55 | 46 |
Profitability (%) | 72.3214 | 65.1786 | 79.4643 | 54.9107 | 50.8929 | 58.9286 |
Ratio Avg Win / Avg Loss | 0.0629 | 0.4126 | 0.0276 | 0.7939 | 0.327 | 1.4284 |
Largest Winning Trade | 20463 | 10705 | 20463 | 26452810 | 1848073 | 26452810 |
Largest Losing Trade | -2245828 | -60774 | -2245828 | -17109818 | -17109818 | -9115420 |
Avg Bars in Trades | 24 | 16 | 31 | 24 | 16 | 31 |
Avg Bars in Winners | 8 | 5 | 11 | 22 | 11 | 31 |
Avg Bars in Losers | 64 | 38 | 108 | 26 | 22 | 30 |
Bars Traded | 5376 | 1879 | 3497 | 5376 | 1879 | 3497 |
Profit Streak | 51.4875 | 89.1542 | 51.4875 | 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 | -575021 | -577384 | -576373 | -578691 | -580640 | 374540 |
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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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