Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2627266.4503 | -17050.2772 | -2610216.1731 | -3458284.4589 | -32173901.7544 | 28715617.2955 |
Total P&L (%) | -2627.2665 | -17.0503 | -2610.2162 | -3458.2845 | -32173.9018 | 28715.6173 |
Avg Daily Profit (%) | -1.4068 | -0.0091 | -1.3977 | 0 | 0 | 0.3037 |
Buy And Hold Return (%) | 8268.3806 | 8268.3806 | 8268.3806 | 8268.3806 | 8268.3806 | 8268.3806 |
Max Trade Drawdown | -2729030 | -131962 | -2666942 | -53929380 | -40001342 | -21595940 |
Profit Factor | 0.1702 | 0.9394 | 0.0952 | 0.9608 | 0.387 | 1.8013 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 130 | 65 | 65 | 101 | 49 | 52 |
Losing Trades | 38 | 19 | 19 | 67 | 35 | 32 |
Profitability (%) | 77.381 | 77.381 | 77.381 | 60.119 | 58.3333 | 61.9048 |
Ratio Avg Win / Avg Loss | 0.0498 | 0.2746 | 0.0278 | 0.6374 | 0.2764 | 1.1085 |
Largest Winning Trade | 23253 | 23253 | 14832 | 30538071 | 3204527 | 30538071 |
Largest Losing Trade | -1801299 | -60993 | -1801299 | -19253132 | -19253132 | -17801031 |
Avg Bars in Trades | 20 | 20 | 21 | 20 | 20 | 21 |
Avg Bars in Winners | 6 | 7 | 5 | 15 | 12 | 18 |
Avg Bars in Losers | 70 | 64 | 76 | 27 | 30 | 25 |
Bars Traded | 3468 | 1682 | 1786 | 3468 | 1682 | 1786 |
Profit Streak | 51.3412 | 84.3412 | 51.3412 | 0 | 0 | 0 |
Trades During Streak | 3 | 5 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574657 | -575548 | -576438 | -578308 | -579749 | 371114 |
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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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