Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3547361.2415 | -72860.8234 | -3474500.4181 | -1483473.1921 | -72875953.4247 | 71392480.2327 |
Total P&L (%) | -3547.3612 | -72.8608 | -3474.5004 | -1483.4732 | -72875.9534 | 71392.4802 |
Avg Daily Profit (%) | -1.9113 | -0.0393 | -1.872 | 0 | 0 | 0.3547 |
Buy And Hold Return (%) | 8682.0097 | 8682.0097 | 8682.0097 | 8682.0097 | 8682.0097 | 8682.0097 |
Max Trade Drawdown | -3659048 | -128352 | -3573713 | -105107553 | -93290077 | -39941090 |
Profit Factor | 0.159 | 0.7472 | 0.1158 | 0.9923 | 0.4171 | 2.0486 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 150 | 70 | 80 | 105 | 50 | 55 |
Losing Trades | 46 | 28 | 18 | 91 | 48 | 43 |
Profitability (%) | 76.5306 | 71.4286 | 81.6327 | 53.5714 | 51.0204 | 56.1224 |
Ratio Avg Win / Avg Loss | 0.0487 | 0.2989 | 0.0261 | 0.86 | 0.4004 | 1.6016 |
Largest Winning Trade | 20463 | 9894 | 20463 | 30284260 | 7900826 | 30284260 |
Largest Losing Trade | -2545707 | -55616 | -2545707 | -39401791 | -39401791 | -25033988 |
Avg Bars in Trades | 26 | 10 | 42 | 26 | 10 | 42 |
Avg Bars in Winners | 9 | 5 | 13 | 22 | 7 | 35 |
Avg Bars in Losers | 82 | 23 | 174 | 31 | 13 | 51 |
Bars Traded | 5245 | 1039 | 4206 | 5245 | 1039 | 4206 |
Profit Streak | 97.2798 | 185.2798 | 97.2798 | 0 | 0 | 0 |
Trades During Streak | 9 | 9 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574434 | -576218 | -575347 | -579011 | -580660 | 495178 |
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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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