Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2025471.6776 | -43862.9399 | -1981608.7377 | 2423712.9763 | 20472987.5901 | -18049274.6138 |
Total P&L (%) | -2025.4717 | -43.8629 | -1981.6087 | 2423.713 | 20472.9876 | -18049.2746 |
Avg Daily Profit (%) | -1.0851 | -0.0235 | -1.0616 | 0.1731 | 0.2858 | 0 |
Buy And Hold Return (%) | 338.254 | 338.254 | 338.254 | 338.254 | 338.254 | 338.254 |
Max Trade Drawdown | -2201486 | -163291 | -2096428 | -22754059 | -2289768 | -31546833 |
Profit Factor | 0.3261 | 0.9057 | 0.22 | 1.0362 | 2.1039 | 0.6274 |
Total Trades | 286 | 143 | 143 | 286 | 143 | 143 |
Winning Trades | 183 | 83 | 100 | 121 | 66 | 55 |
Losing Trades | 103 | 60 | 43 | 165 | 77 | 88 |
Profitability (%) | 63.986 | 58.042 | 69.9301 | 42.3077 | 46.1538 | 38.4615 |
Ratio Avg Win / Avg Loss | 0.1836 | 0.6547 | 0.0946 | 1.413 | 2.4546 | 1.0039 |
Largest Winning Trade | 37055 | 37055 | 20320 | 7999856 | 6021032 | 7999856 |
Largest Losing Trade | -1428474 | -39783 | -1428474 | -17330528 | -1966370 | -17330528 |
Avg Bars in Trades | 77 | 61 | 93 | 77 | 61 | 93 |
Avg Bars in Winners | 52 | 38 | 63 | 89 | 79 | 101 |
Avg Bars in Losers | 122 | 93 | 162 | 68 | 46 | 87 |
Bars Traded | 22120 | 8803 | 13318 | 22120 | 8803 | 13318 |
Profit Streak | 25.6219 | 25.6219 | 26.1219 | 25.6219 | 25.6219 | 26.1219 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576004 | -579368 | -577351 | -172953 | 419141 | -582755 |
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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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