Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3077041.0492 | -84301.4012 | -2992739.648 | -1821215.1132 | -24685473.912 | 22864258.7989 |
Total P&L (%) | -3077.041 | -84.3014 | -2992.7396 | -1821.2151 | -24685.4739 | 22864.2588 |
Avg Daily Profit (%) | -1.6555 | -0.0454 | -1.6102 | 0 | 0 | 0.2929 |
Buy And Hold Return (%) | 5283.5564 | 5283.5564 | 5283.5564 | 5283.5564 | 5283.5564 | 5283.5564 |
Max Trade Drawdown | -3126587 | -136426 | -3037411 | -40993725 | -30314959 | -16332528 |
Profit Factor | 0.1398 | 0.7344 | 0.0819 | 0.9721 | 0.3717 | 1.8792 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 138 | 68 | 70 | 111 | 54 | 57 |
Losing Trades | 41 | 22 | 19 | 68 | 36 | 32 |
Profitability (%) | 77.095 | 75.5556 | 78.6517 | 62.0112 | 60 | 64.0449 |
Ratio Avg Win / Avg Loss | 0.0415 | 0.2376 | 0.0222 | 0.5955 | 0.2478 | 1.055 |
Largest Winning Trade | 16151 | 15011 | 16151 | 24804205 | 1817099 | 24804205 |
Largest Losing Trade | -2164236 | -61180 | -2164236 | -15223420 | -15223420 | -13622749 |
Avg Bars in Trades | 30 | 30 | 30 | 30 | 30 | 30 |
Avg Bars in Winners | 8 | 9 | 7 | 22 | 18 | 25 |
Avg Bars in Losers | 102 | 92 | 114 | 43 | 47 | 38 |
Bars Traded | 5395 | 2708 | 2687 | 5395 | 2708 | 2687 |
Profit Streak | 42.1133 | 75.1133 | 0 | 0 | 0 | 66.78 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575777 | -576079 | -577102 | -578283 | -579795 | 421113 |
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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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