Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2704717.3821 | -21425.5672 | -2683291.815 | -3029566.3354 | -52124780.6604 | 49095214.325 |
Total P&L (%) | -2704.7174 | -21.4256 | -2683.2918 | -3029.5663 | -52124.7807 | 49095.2143 |
Avg Daily Profit (%) | -1.4514 | -0.0115 | -1.4399 | 0 | 0 | 0.3332 |
Buy And Hold Return (%) | 7947.3373 | 7947.3373 | 7947.3373 | 7947.3373 | 7947.3373 | 7947.3373 |
Max Trade Drawdown | -2839856 | -146818 | -2780237 | -70194559 | -67380119 | -24663123 |
Profit Factor | 0.2003 | 0.9304 | 0.1272 | 0.976 | 0.3772 | 2.1561 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 144 | 65 | 79 | 111 | 53 | 58 |
Losing Trades | 60 | 37 | 23 | 93 | 49 | 44 |
Profitability (%) | 70.5882 | 63.7255 | 77.451 | 54.4118 | 51.9608 | 56.8627 |
Ratio Avg Win / Avg Loss | 0.0835 | 0.5296 | 0.037 | 0.8177 | 0.3487 | 1.6356 |
Largest Winning Trade | 28357 | 18746 | 28357 | 29001477 | 2839124 | 29001477 |
Largest Losing Trade | -1878778 | -56133 | -1878778 | -28051187 | -28051187 | -14406305 |
Avg Bars in Trades | 17 | 11 | 23 | 17 | 11 | 23 |
Avg Bars in Winners | 6 | 4 | 7 | 15 | 7 | 21 |
Avg Bars in Losers | 44 | 22 | 80 | 20 | 14 | 26 |
Bars Traded | 3584 | 1140 | 2444 | 3584 | 1140 | 2444 |
Profit Streak | 46.6525 | 85.1525 | 46.6525 | 0 | 0 | 0 |
Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575345 | -577639 | -576387 | -578860 | -580528 | 490107 |
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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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