Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2230666.7673 | 24378.0209 | -2255044.7882 | -3085449.8139 | -48971785.0229 | 45886335.209 |
Total P&L (%) | -2230.6668 | 24.378 | -2255.0448 | -3085.4498 | -48971.785 | 45886.3352 |
Avg Daily Profit (%) | -1.1828 | 0.0129 | -1.1957 | 0 | 0 | 0.3256 |
Buy And Hold Return (%) | 7359.9159 | 7359.9159 | 7359.9159 | 7359.9159 | 7359.9159 | 7359.9159 |
Max Trade Drawdown | -2313847 | -133644 | -2306751 | -69989465 | -59461659 | -28529842 |
Profit Factor | 0.2027 | 1.1024 | 0.119 | 0.9736 | 0.347 | 2.098 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 122 | 56 | 66 | 85 | 38 | 47 |
Losing Trades | 45 | 28 | 17 | 82 | 46 | 36 |
Profitability (%) | 73.0539 | 66.6667 | 79.5181 | 50.8982 | 45.2381 | 56.6265 |
Ratio Avg Win / Avg Loss | 0.0748 | 0.5512 | 0.0307 | 0.9392 | 0.4201 | 1.607 |
Largest Winning Trade | 40885 | 40885 | 21036 | 34367525 | 3800168 | 34367525 |
Largest Losing Trade | -1476728 | -57470 | -1476728 | -22691346 | -22691346 | -19513281 |
Avg Bars in Trades | 21 | 15 | 28 | 21 | 15 | 28 |
Avg Bars in Winners | 7 | 5 | 9 | 20 | 10 | 28 |
Avg Bars in Losers | 60 | 35 | 102 | 23 | 19 | 28 |
Bars Traded | 3644 | 1264 | 2381 | 3644 | 1264 | 2381 |
Profit Streak | 12.4011 | 106.9011 | 0 | 0 | 0 | 106.4011 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576019 | -447144 | -576727 | -579508 | -582681 | 530985 |
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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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