Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2289249.8028 | 352227.2519 | -2641477.0547 | -3595825.8777 | 46185345.8952 | -49781171.7729 |
Total P&L (%) | -2289.2498 | 352.2273 | -2641.4771 | -3595.8259 | 46185.3459 | -49781.1718 |
Avg Daily Profit (%) | -1.0991 | 0.1691 | -1.2682 | 0 | 0.2951 | 0 |
Buy And Hold Return (%) | 9888.2899 | 9888.2899 | 9888.2899 | 9888.2899 | 9888.2899 | 9888.2899 |
Max Trade Drawdown | -2757844 | -24422 | -2749965 | -80162361 | -8398557 | -104536878 |
Profit Factor | 0.3557 | 2.5008 | 0.204 | 0.9847 | 1.9309 | 0.7311 |
Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
Winning Trades | 129 | 61 | 68 | 127 | 63 | 64 |
Losing Trades | 86 | 46 | 40 | 88 | 44 | 44 |
Profitability (%) | 60 | 57.0093 | 62.963 | 59.0698 | 58.8785 | 59.2593 |
Ratio Avg Win / Avg Loss | 0.2371 | 1.8858 | 0.12 | 0.6823 | 1.3486 | 0.5027 |
Largest Winning Trade | 125614 | 125614 | 49753 | 14022290 | 6755025 | 14022290 |
Largest Losing Trade | -2363991 | -23585 | -2363991 | -36576091 | -5319656 | -36576091 |
Avg Bars in Trades | 114 | 71 | 157 | 114 | 71 | 157 |
Avg Bars in Winners | 97 | 67 | 124 | 105 | 67 | 143 |
Avg Bars in Losers | 141 | 78 | 214 | 127 | 77 | 177 |
Bars Traded | 24708 | 7696 | 17012 | 24708 | 7696 | 17012 |
Profit Streak | 0 | 0 | 0 | 74.7044 | 74.7044 | 96.0378 |
Trades During Streak | 0 | 0 | 0 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578356 | -153014 | -579364 | -577005 | 418583 | -578445 |
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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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