Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3820387.29 | -38313.3046 | -3782073.9854 | -1759619.4843 | -180377265.3592 | 178617645.8749 |
Total P&L (%) | -3820.3873 | -38.3133 | -3782.074 | -1759.6195 | -180377.2654 | 178617.6459 |
Avg Daily Profit (%) | -2.0507 | -0.0206 | -2.0301 | 0 | 0 | 0.4028 |
Buy And Hold Return (%) | 8715.8041 | 8715.8041 | 8715.8041 | 8715.8041 | 8715.8041 | 8715.8041 |
Max Trade Drawdown | -3930574 | -128232 | -3888042 | -256749705 | -222528368 | -96576343 |
Profit Factor | 0.1626 | 0.8637 | 0.1166 | 0.9962 | 0.415 | 2.1119 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 122 | 56 | 66 | 79 | 37 | 42 |
Losing Trades | 42 | 26 | 16 | 85 | 45 | 40 |
Profitability (%) | 74.3902 | 68.2927 | 80.4878 | 48.1707 | 45.122 | 51.2195 |
Ratio Avg Win / Avg Loss | 0.056 | 0.401 | 0.0283 | 1.0719 | 0.5047 | 2.0113 |
Largest Winning Trade | 20463 | 15702 | 20463 | 78337546 | 21783946 | 78337546 |
Largest Losing Trade | -2886685 | -55616 | -2886685 | -108456204 | -108456204 | -69240199 |
Avg Bars in Trades | 31 | 12 | 51 | 31 | 12 | 51 |
Avg Bars in Winners | 11 | 6 | 16 | 27 | 10 | 42 |
Avg Bars in Losers | 90 | 26 | 193 | 35 | 14 | 59 |
Bars Traded | 5246 | 1053 | 4193 | 5246 | 1053 | 4193 |
Profit Streak | 99.5647 | 99.5647 | 107.5647 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575360 | -581350 | -579630 | -578963 | -586855 | 341527 |
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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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