Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3436304.6886 | -5940.2448 | -3430364.4438 | 4409344.4457 | 91594672.6737 | -87185328.228 |
Total P&L (%) | -3436.3047 | -5.9402 | -3430.3644 | 4409.3444 | 91594.6727 | -87185.3282 |
Avg Daily Profit (%) | -1.8798 | -0.0033 | -1.8766 | 0.2086 | 0.3738 | 0 |
Buy And Hold Return (%) | 7452.9158 | 7452.9158 | 7452.9158 | 7452.9158 | 7452.9158 | 7452.9158 |
Max Trade Drawdown | -3483558 | -116735 | -3491525 | -305283330 | -88766688 | -404914147 |
Profit Factor | 0.2211 | 0.9828 | 0.1566 | 1.0053 | 1.4735 | 0.8625 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 114 | 52 | 62 | 88 | 47 | 41 |
Losing Trades | 53 | 32 | 21 | 79 | 37 | 42 |
Profitability (%) | 68.2635 | 61.9048 | 74.6988 | 52.6946 | 55.9524 | 49.3976 |
Ratio Avg Win / Avg Loss | 0.1028 | 0.6048 | 0.053 | 0.9025 | 1.16 | 0.8835 |
Largest Winning Trade | 27819 | 25453 | 27819 | 297589382 | 77495042 | 297589382 |
Largest Losing Trade | -1898372 | -54075 | -1898372 | -135286738 | -34126101 | -135286738 |
Avg Bars in Trades | 129 | 52 | 208 | 129 | 52 | 208 |
Avg Bars in Winners | 64 | 35 | 89 | 103 | 48 | 166 |
Avg Bars in Losers | 270 | 80 | 559 | 159 | 57 | 249 |
Bars Traded | 21694 | 4386 | 17308 | 21694 | 4386 | 17308 |
Profit Streak | 277.0256 | 277.0256 | 290.6923 | 277.0256 | 277.0256 | 290.6923 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576566 | -578697 | -576662 | -371805 | 421159 | -580376 |
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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) |
---|