Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2978651.9696 | -9272.4166 | -2969379.553 | -3443072.8172 | -65520601.7452 | 62077528.9279 |
Total P&L (%) | -2978.652 | -9.2724 | -2969.3796 | -3443.0728 | -65520.6017 | 62077.5289 |
Avg Daily Profit (%) | -1.594 | -0.005 | -1.589 | 0 | 0 | 0.3448 |
Buy And Hold Return (%) | 4535.4386 | 4535.4386 | 4535.4386 | 4535.4386 | 4535.4386 | 4535.4386 |
Max Trade Drawdown | -3116560 | -104701 | -3076639 | -92504568 | -72622381 | -51729813 |
Profit Factor | 0.2011 | 0.9641 | 0.1443 | 0.9827 | 0.4052 | 1.6966 |
Total Trades | 281 | 141 | 140 | 281 | 141 | 140 |
Winning Trades | 221 | 100 | 121 | 144 | 62 | 82 |
Losing Trades | 60 | 41 | 19 | 137 | 79 | 58 |
Profitability (%) | 78.6477 | 70.922 | 86.4286 | 51.2456 | 43.9716 | 58.5714 |
Ratio Avg Win / Avg Loss | 0.0546 | 0.3953 | 0.0227 | 0.935 | 0.5163 | 1.2 |
Largest Winning Trade | 14649 | 10934 | 14649 | 33709397 | 5089990 | 33709397 |
Largest Losing Trade | -2087888 | -44488 | -2087888 | -35096752 | -34238973 | -35096752 |
Avg Bars in Trades | 38 | 13 | 63 | 38 | 13 | 63 |
Avg Bars in Winners | 14 | 5 | 21 | 35 | 9 | 56 |
Avg Bars in Losers | 127 | 33 | 330 | 40 | 17 | 73 |
Bars Traded | 10761 | 1919 | 8842 | 10761 | 1919 | 8842 |
Profit Streak | 52.8975 | 100.5642 | 52.8975 | 0 | 0 | 0 |
Trades During Streak | 3 | 4 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574185 | -576572 | -575606 | -579146 | -583025 | 443052 |
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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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