Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3558535.74 | -178523.658 | -3380012.0819 | -87749.4297 | 23995269.4426 | -24083018.8723 |
Total P&L (%) | -3558.5357 | -178.5237 | -3380.0121 | -87.7494 | 23995.2694 | -24083.0189 |
Avg Daily Profit (%) | -1.7421 | -0.0874 | -1.6547 | -0.1027 | 0.2689 | 0 |
Buy And Hold Return (%) | 3143.9703 | 3143.9703 | 3143.9703 | 3143.9703 | 3143.9703 | 3143.9703 |
Max Trade Drawdown | -3685308 | -240894 | -3508392 | -39928579 | -2422958 | -37942972 |
Profit Factor | 0.1806 | 0.6599 | 0.1148 | 0.9983 | 4.8191 | 0.4795 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 125 | 58 | 67 | 101 | 51 | 50 |
Losing Trades | 64 | 36 | 28 | 88 | 43 | 45 |
Profitability (%) | 66.1376 | 61.7021 | 70.5263 | 53.4392 | 54.2553 | 52.6316 |
Ratio Avg Win / Avg Loss | 0.0925 | 0.4096 | 0.048 | 0.8698 | 4.0632 | 0.4316 |
Largest Winning Trade | 35045 | 28419 | 35045 | 12429915 | 12429915 | 8805998 |
Largest Losing Trade | -1868357 | -78027 | -1868357 | -31544522 | -1063175 | -31544522 |
Avg Bars in Trades | 63 | 60 | 66 | 63 | 60 | 66 |
Avg Bars in Winners | 20 | 18 | 21 | 49 | 48 | 50 |
Avg Bars in Losers | 147 | 128 | 173 | 79 | 74 | 84 |
Bars Traded | 12017 | 5708 | 6308 | 12017 | 5708 | 6308 |
Profit Streak | 0 | 337.6441 | 0 | 0 | 337.6441 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577696 | -578977 | -578140 | -579342 | 616460 | -580737 |
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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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