Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3170815.374 | -21381.5065 | -3149433.8675 | -80911525.3199 | 407320088.9344 | -488231614.2544 |
Total P&L (%) | -3170.8154 | -21.3815 | -3149.4339 | -80911.5253 | 407320.0889 | -488231.6143 |
Avg Daily Profit (%) | -1.3638 | -0.0092 | -1.3546 | 0 | 0.3582 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -3549226 | -103745 | -3470625 | -1918704583 | -227504889 | -2309912931 |
Profit Factor | 0.3017 | 0.9411 | 0.2462 | 0.982 | 1.4885 | 0.8671 |
Total Trades | 288 | 144 | 144 | 288 | 144 | 144 |
Winning Trades | 218 | 95 | 123 | 126 | 62 | 64 |
Losing Trades | 70 | 49 | 21 | 162 | 82 | 80 |
Profitability (%) | 75.6944 | 65.9722 | 85.4167 | 43.75 | 43.0556 | 44.4444 |
Ratio Avg Win / Avg Loss | 0.0969 | 0.4854 | 0.042 | 1.2626 | 1.9687 | 1.0838 |
Largest Winning Trade | 35857 | 27302 | 35857 | 2158117078 | 314756628 | 2158117078 |
Largest Losing Trade | -2848713 | -46371 | -2848713 | -464471181 | -141794260 | -464471181 |
Avg Bars in Trades | 31 | 6 | 57 | 31 | 6 | 57 |
Avg Bars in Winners | 16 | 3 | 27 | 28 | 6 | 49 |
Avg Bars in Losers | 78 | 12 | 231 | 34 | 6 | 62 |
Bars Traded | 9195 | 974 | 8221 | 9195 | 974 | 8221 |
Profit Streak | 73.8051 | 112.8051 | 73.8051 | 0 | 0 | 0 |
Trades During Streak | 10 | 6 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574294 | -577139 | -574784 | -580035 | 329073 | -581444 |
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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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