Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2693331.029 | -39239.1732 | -2654091.8558 | -2405712.3202 | -40120842.8048 | 37715130.4846 |
Total P&L (%) | -2693.331 | -39.2392 | -2654.0919 | -2405.7123 | -40120.8428 | 37715.1305 |
Avg Daily Profit (%) | -1.4398 | -0.021 | -1.4188 | 0 | 0 | 0.3178 |
Buy And Hold Return (%) | 6920.7852 | 6920.7852 | 6920.7852 | 6920.7852 | 6920.7852 | 6920.7852 |
Max Trade Drawdown | -2766947 | -122503 | -2713691 | -57339892 | -48256280 | -27128628 |
Profit Factor | 0.1731 | 0.8612 | 0.1077 | 0.9767 | 0.3745 | 1.9682 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 140 | 65 | 75 | 99 | 46 | 53 |
Losing Trades | 41 | 26 | 15 | 82 | 45 | 37 |
Profitability (%) | 77.3481 | 71.4286 | 83.3333 | 54.6961 | 50.5495 | 58.8889 |
Ratio Avg Win / Avg Loss | 0.0507 | 0.3445 | 0.0215 | 0.809 | 0.3663 | 1.374 |
Largest Winning Trade | 13566 | 12590 | 13566 | 29666467 | 2565041 | 29666467 |
Largest Losing Trade | -1831337 | -56670 | -1831337 | -18730546 | -18527538 | -18730546 |
Avg Bars in Trades | 29 | 22 | 36 | 29 | 22 | 36 |
Avg Bars in Winners | 8 | 6 | 10 | 25 | 14 | 34 |
Avg Bars in Losers | 101 | 62 | 167 | 34 | 30 | 39 |
Bars Traded | 5338 | 2032 | 3306 | 5338 | 2032 | 3306 |
Profit Streak | 53.5697 | 88.2363 | 0 | 0 | 0 | 99.5697 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575444 | -577197 | -576600 | -578943 | -580740 | 433338 |
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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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