Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2610172.3946 | 5059.6475 | -2615232.042 | -4727499.9838 | -49122885.0847 | 44395385.1009 |
Total P&L (%) | -2610.1724 | 5.0596 | -2615.232 | -4727.5 | -49122.8851 | 44395.3851 |
Avg Daily Profit (%) | -1.4076 | 0.0027 | -1.4103 | 0 | 0 | 0.3294 |
Buy And Hold Return (%) | 7113.9164 | 7113.9164 | 7113.9164 | 7113.9164 | 7113.9164 | 7113.9164 |
Max Trade Drawdown | -2746109 | -145743 | -2677978 | -83881642 | -59549778 | -33188731 |
Profit Factor | 0.1829 | 1.0178 | 0.1015 | 0.9638 | 0.3657 | 1.8329 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 140 | 70 | 70 | 107 | 52 | 55 |
Losing Trades | 40 | 20 | 20 | 73 | 38 | 35 |
Profitability (%) | 77.7778 | 77.7778 | 77.7778 | 59.4444 | 57.7778 | 61.1111 |
Ratio Avg Win / Avg Loss | 0.0523 | 0.2908 | 0.029 | 0.6576 | 0.2672 | 1.1664 |
Largest Winning Trade | 18852 | 18852 | 14467 | 48442634 | 3293824 | 48442634 |
Largest Losing Trade | -1801299 | -61180 | -1801299 | -30213603 | -30213603 | -28562013 |
Avg Bars in Trades | 29 | 27 | 30 | 29 | 27 | 30 |
Avg Bars in Winners | 8 | 9 | 6 | 22 | 18 | 26 |
Avg Bars in Losers | 102 | 90 | 113 | 38 | 41 | 36 |
Bars Traded | 5241 | 2504 | 2737 | 5241 | 2504 | 2737 |
Profit Streak | 19.422 | 71.0886 | 0 | 0 | 0 | 62.422 |
Trades During Streak | 1 | 5 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575398 | -552200 | -577213 | -578333 | -579805 | 471786 |
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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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