Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3890894.6298 | -45424.4994 | -3845470.1304 | -7551.751 | -122730403.5074 | 122722851.7564 |
Total P&L (%) | -3890.8946 | -45.4245 | -3845.4701 | -7.5518 | -122730.4035 | 122722.8518 |
Avg Daily Profit (%) | -1.9043 | -0.0222 | -1.882 | -0.0038 | 0 | 0.3487 |
Buy And Hold Return (%) | 2704.3304 | 2704.3304 | 2704.3304 | 2704.3304 | 2704.3304 | 2704.3304 |
Max Trade Drawdown | -4061670 | -73751 | -4023613 | -405372446 | -202332606 | -394805634 |
Profit Factor | 0.217 | 0.8612 | 0.1716 | 1 | 0.577 | 1.2367 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 125 | 56 | 69 | 97 | 48 | 49 |
Losing Trades | 50 | 32 | 18 | 78 | 40 | 38 |
Profitability (%) | 71.4286 | 63.6364 | 79.3103 | 55.4286 | 54.5455 | 56.3218 |
Ratio Avg Win / Avg Loss | 0.0868 | 0.4921 | 0.0448 | 0.8041 | 0.4809 | 0.9591 |
Largest Winning Trade | 47056 | 19083 | 47056 | 98998605 | 27849604 | 98998605 |
Largest Losing Trade | -2225710 | -33846 | -2225710 | -337912474 | -110235303 | -337912474 |
Avg Bars in Trades | 45 | 10 | 81 | 45 | 10 | 81 |
Avg Bars in Winners | 25 | 6 | 41 | 43 | 9 | 75 |
Avg Bars in Losers | 96 | 17 | 238 | 49 | 10 | 90 |
Bars Traded | 8024 | 898 | 7126 | 8024 | 898 | 7126 |
Profit Streak | 269.6935 | 269.6935 | 279.6935 | 269.6935 | 269.6935 | 279.6935 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575711 | -577803 | -575672 | -577785 | -579260 | 330728 |
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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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