Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2958266.6979 | -92974.0514 | -2865292.6465 | -98678.2709 | 25723631.8763 | -25822310.1472 |
Total P&L (%) | -2958.2667 | -92.9741 | -2865.2926 | -98.6783 | 25723.6319 | -25822.3101 |
Avg Daily Profit (%) | -1.4478 | -0.0455 | -1.4023 | -0.2115 | 0.2722 | 0 |
Buy And Hold Return (%) | 3783.3981 | 3783.3981 | 3783.3981 | 3783.3981 | 3783.3981 | 3783.3981 |
Max Trade Drawdown | -3011334 | -199631 | -2922320 | -35686689 | -3977493 | -32550982 |
Profit Factor | 0.1952 | 0.8026 | 0.106 | 0.998 | 3.8974 | 0.3529 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 146 | 70 | 76 | 116 | 59 | 57 |
Losing Trades | 43 | 24 | 19 | 73 | 35 | 38 |
Profitability (%) | 77.2487 | 74.4681 | 80 | 61.3757 | 62.766 | 60 |
Ratio Avg Win / Avg Loss | 0.0575 | 0.2752 | 0.0265 | 0.628 | 2.312 | 0.2352 |
Largest Winning Trade | 26278 | 26278 | 24553 | 17286112 | 17286112 | 5436434 |
Largest Losing Trade | -1422516 | -80548 | -1422516 | -30020493 | -2723022 | -30020493 |
Avg Bars in Trades | 30 | 33 | 28 | 30 | 33 | 28 |
Avg Bars in Winners | 7 | 7 | 6 | 22 | 25 | 18 |
Avg Bars in Losers | 111 | 109 | 114 | 44 | 46 | 42 |
Bars Traded | 5828 | 3139 | 2689 | 5828 | 3139 | 2689 |
Profit Streak | 293.7152 | 413.7152 | 293.7152 | 293.7152 | 413.7152 | 293.7152 |
Trades During Streak | 2 | 9 | 1 | 2 | 9 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575288 | -576180 | -576046 | -577345 | 659158 | -578916 |
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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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