Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2679787.0487 | 32667.7647 | -2712454.8133 | -7960456.5986 | -36228925.4948 | 28268468.8962 |
Total P&L (%) | -2679.787 | 32.6678 | -2712.4548 | -7960.4566 | -36228.9255 | 28268.4689 |
Avg Daily Profit (%) | -1.4415 | 0.0176 | -1.4591 | 0 | 0 | 0.3043 |
Buy And Hold Return (%) | 6577.5923 | 6577.5923 | 6577.5923 | 6577.5923 | 6577.5923 | 6577.5923 |
Max Trade Drawdown | -2773996 | -102927 | -2759650 | -49661619 | -40656310 | -33354569 |
Profit Factor | 0.211 | 1.1104 | 0.1251 | 0.9298 | 0.4212 | 1.5562 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 141 | 68 | 73 | 112 | 50 | 62 |
Losing Trades | 60 | 33 | 27 | 89 | 51 | 38 |
Profitability (%) | 70.1493 | 67.3267 | 73 | 55.7214 | 49.505 | 62 |
Ratio Avg Win / Avg Loss | 0.0898 | 0.5388 | 0.0463 | 0.7389 | 0.4296 | 0.9538 |
Largest Winning Trade | 34885 | 18746 | 34885 | 24797050 | 2193167 | 24797050 |
Largest Losing Trade | -1971495 | -62119 | -1971495 | -21194263 | -20199389 | -21194263 |
Avg Bars in Trades | 17 | 12 | 23 | 17 | 12 | 23 |
Avg Bars in Winners | 6 | 5 | 7 | 14 | 6 | 20 |
Avg Bars in Losers | 44 | 27 | 65 | 21 | 17 | 26 |
Bars Traded | 3571 | 1248 | 2323 | 3571 | 1248 | 2323 |
Profit Streak | 41.7595 | 81.2595 | 41.7595 | 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 | -575411 | -432072 | -576978 | -578706 | -580977 | 305987 |
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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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