Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3463276.7268 | -141121.5216 | -3322155.2052 | -570546.6955 | 75389862.1893 | -75960408.8848 |
Total P&L (%) | -3463.2767 | -141.1215 | -3322.1552 | -570.5467 | 75389.8622 | -75960.4089 |
Avg Daily Profit (%) | -1.6955 | -0.0691 | -1.6264 | 0 | 0.3249 | 0 |
Buy And Hold Return (%) | 3213.1217 | 3213.1217 | 3213.1217 | 3213.1217 | 3213.1217 | 3213.1217 |
Max Trade Drawdown | -3473775 | -174065 | -3364001 | -153971816 | -51713355 | -112876475 |
Profit Factor | 0.1685 | 0.7132 | 0.0955 | 0.997 | 2.1338 | 0.3908 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 137 | 68 | 69 | 83 | 41 | 42 |
Losing Trades | 70 | 35 | 35 | 124 | 62 | 62 |
Profitability (%) | 66.1836 | 66.0194 | 66.3462 | 40.0966 | 39.8058 | 40.3846 |
Ratio Avg Win / Avg Loss | 0.0861 | 0.3671 | 0.0485 | 1.4895 | 3.2267 | 0.5769 |
Largest Winning Trade | 22509 | 22509 | 20378 | 48478281 | 48478281 | 15250165 |
Largest Losing Trade | -1668195 | -68333 | -1668195 | -65127246 | -12123913 | -65127246 |
Avg Bars in Trades | 57 | 61 | 53 | 57 | 61 | 53 |
Avg Bars in Winners | 20 | 22 | 19 | 79 | 90 | 68 |
Avg Bars in Losers | 129 | 137 | 120 | 42 | 42 | 43 |
Bars Traded | 11886 | 6313 | 5573 | 11886 | 6313 | 5573 |
Profit Streak | 0 | 313.9365 | 0 | 272.1032 | 0 | 313.6032 |
Trades During Streak | 0 | 2 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577596 | -578014 | -578936 | -581290 | 321114 | -583827 |
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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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