Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2740467.929 | -19648.5448 | -2720819.3842 | -2041912.7068 | -47209687.8678 | 45167775.161 |
Total P&L (%) | -2740.4679 | -19.6485 | -2720.8194 | -2041.9127 | -47209.6879 | 45167.7752 |
Avg Daily Profit (%) | -1.4754 | -0.0106 | -1.4648 | 0 | 0 | 0.3298 |
Buy And Hold Return (%) | 6072.3285 | 6072.3285 | 6072.3285 | 6072.3285 | 6072.3285 | 6072.3285 |
Max Trade Drawdown | -2837340 | -134815 | -2787994 | -60475911 | -58627521 | -19972443 |
Profit Factor | 0.1791 | 0.9283 | 0.1122 | 0.9811 | 0.3579 | 2.3184 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 123 | 56 | 67 | 94 | 46 | 48 |
Losing Trades | 54 | 33 | 21 | 83 | 43 | 40 |
Profitability (%) | 69.4915 | 62.9213 | 76.1364 | 53.1073 | 51.6854 | 54.5455 |
Ratio Avg Win / Avg Loss | 0.0786 | 0.547 | 0.0352 | 0.8663 | 0.3346 | 1.932 |
Largest Winning Trade | 21036 | 18746 | 21036 | 27817697 | 2723237 | 27817697 |
Largest Losing Trade | -1878778 | -61979 | -1878778 | -30072808 | -30072808 | -10869409 |
Avg Bars in Trades | 20 | 13 | 27 | 20 | 13 | 27 |
Avg Bars in Winners | 7 | 5 | 8 | 16 | 8 | 24 |
Avg Bars in Losers | 49 | 25 | 87 | 23 | 17 | 30 |
Bars Traded | 3571 | 1158 | 2413 | 3571 | 1158 | 2413 |
Profit Streak | 40.7388 | 78.7388 | 40.7388 | 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 | -575620 | -577494 | -576604 | -579170 | -580598 | 507943 |
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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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