Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2897180.5593 | -36402.692 | -2860777.8674 | -96711.4203 | 43224617.5529 | -43321328.9732 |
Total P&L (%) | -2897.1806 | -36.4027 | -2860.7779 | -96.7114 | 43224.6176 | -43321.329 |
Avg Daily Profit (%) | -1.5849 | -0.0199 | -1.565 | -0.1866 | 0.3327 | 0 |
Buy And Hold Return (%) | 7356.29 | 7356.29 | 7356.29 | 7356.29 | 7356.29 | 7356.29 |
Max Trade Drawdown | -2935978 | -203718 | -2877861 | -75838611 | -10517155 | -66950681 |
Profit Factor | 0.2166 | 0.9187 | 0.1199 | 0.9991 | 3.2949 | 0.4783 |
Total Trades | 289 | 144 | 145 | 289 | 144 | 145 |
Winning Trades | 227 | 113 | 114 | 159 | 83 | 76 |
Losing Trades | 62 | 31 | 31 | 130 | 61 | 69 |
Profitability (%) | 78.5467 | 78.4722 | 78.6207 | 55.0173 | 57.6389 | 52.4138 |
Ratio Avg Win / Avg Loss | 0.0592 | 0.252 | 0.0326 | 0.8168 | 2.4216 | 0.4343 |
Largest Winning Trade | 28847 | 28847 | 14319 | 25716570 | 25716570 | 19097066 |
Largest Losing Trade | -1476710 | -78592 | -1476710 | -59477418 | -6380894 | -59477418 |
Avg Bars in Trades | 74 | 77 | 70 | 74 | 77 | 70 |
Avg Bars in Winners | 14 | 15 | 13 | 55 | 61 | 49 |
Avg Bars in Losers | 290 | 301 | 280 | 96 | 99 | 94 |
Bars Traded | 21411 | 11125 | 10286 | 21411 | 11125 | 10286 |
Profit Streak | 281.0082 | 310.1749 | 281.0082 | 281.0082 | 310.1749 | 281.0082 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574597 | -576015 | -576371 | -577647 | 594217 | -580046 |
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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) |
---|