Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3348789.452 | -4439.0591 | -3344350.3928 | -1260907.3568 | 38938270.4914 | -40199177.8482 |
Total P&L (%) | -3348.7895 | -4.4391 | -3344.3504 | -1260.9074 | 38938.2705 | -40199.1778 |
Avg Daily Profit (%) | -1.4515 | -0.0019 | -1.4495 | 0 | 0.259 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -3596728 | -63779 | -3571932 | -378447900 | -61515464 | -383374457 |
Profit Factor | 0.275 | 0.9896 | 0.202 | 0.9979 | 1.2598 | 0.9112 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 95 | 41 | 54 | 88 | 45 | 43 |
Losing Trades | 72 | 43 | 29 | 79 | 39 | 40 |
Profitability (%) | 56.8862 | 48.8095 | 65.0602 | 52.6946 | 53.5714 | 51.8072 |
Ratio Avg Win / Avg Loss | 0.2084 | 1.0379 | 0.1085 | 0.8958 | 1.0918 | 0.8476 |
Largest Winning Trade | 66272 | 41667 | 66272 | 342169761 | 46703881 | 342169761 |
Largest Losing Trade | -3111587 | -30660 | -3111587 | -61515464 | -61515464 | -59454022 |
Avg Bars in Trades | 81 | 26 | 136 | 81 | 26 | 136 |
Avg Bars in Winners | 64 | 23 | 94 | 66 | 23 | 112 |
Avg Bars in Losers | 104 | 30 | 214 | 97 | 30 | 163 |
Bars Traded | 13602 | 2258 | 11344 | 13602 | 2258 | 11344 |
Profit Streak | 53.4548 | 99.1215 | 53.4548 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577603 | -578667 | -578317 | -579553 | 316491 | -580875 |
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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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