Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2818073.5814 | -59748.2311 | -2758325.3503 | -99453.2875 | 19546279.2957 | -19645732.5832 |
Total P&L (%) | -2818.0736 | -59.7482 | -2758.3254 | -99.4533 | 19546.2793 | -19645.7326 |
Avg Daily Profit (%) | -1.3792 | -0.0292 | -1.35 | -0.2546 | 0.2588 | 0 |
Buy And Hold Return (%) | 3293.4983 | 3293.4983 | 3293.4983 | 3293.4983 | 3293.4983 | 3293.4983 |
Max Trade Drawdown | -2877630 | -164649 | -2830886 | -34058635 | -4423746 | -30152183 |
Profit Factor | 0.2227 | 0.8767 | 0.1218 | 0.9978 | 3.6275 | 0.469 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 149 | 73 | 76 | 119 | 58 | 61 |
Losing Trades | 50 | 26 | 24 | 80 | 41 | 39 |
Profitability (%) | 74.8744 | 73.7374 | 76 | 59.799 | 58.5859 | 61 |
Ratio Avg Win / Avg Loss | 0.0747 | 0.3122 | 0.0385 | 0.6708 | 2.5643 | 0.2999 |
Largest Winning Trade | 23512 | 23512 | 19116 | 13536096 | 13536096 | 5558992 |
Largest Losing Trade | -1542081 | -77750 | -1542081 | -24440739 | -2659935 | -24440739 |
Avg Bars in Trades | 39 | 44 | 35 | 39 | 44 | 35 |
Avg Bars in Winners | 10 | 12 | 9 | 28 | 31 | 25 |
Avg Bars in Losers | 125 | 134 | 117 | 56 | 62 | 51 |
Bars Traded | 7898 | 4367 | 3531 | 7898 | 4367 | 3531 |
Profit Streak | 289.4177 | 318.9177 | 289.4177 | 289.4177 | 318.9177 | 289.4177 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575543 | -576746 | -576829 | -577497 | 590675 | -579051 |
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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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