Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5819363.9566 | 172290.4856 | -5991654.4422 | -23849901.2525 | 34793443.2896 | -58643344.5421 |
Total P&L (%) | -5819.364 | 172.2905 | -5991.6544 | -23849.9013 | 34793.4433 | -58643.3445 |
Avg Daily Profit (%) | -2.963 | 0.0877 | -3.0507 | 0 | 0.2986 | 0 |
Buy And Hold Return (%) | 1812.2984 | 1812.2984 | 1812.2984 | 1812.2984 | 1812.2984 | 1812.2984 |
Max Trade Drawdown | -6089904 | -86641 | -6121564 | -184594449 | -94312491 | -95934278 |
Profit Factor | 0.1168 | 1.7456 | 0.0576 | 0.9298 | 1.2186 | 0.6754 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 142 | 67 | 75 | 112 | 54 | 58 |
Losing Trades | 64 | 36 | 28 | 94 | 49 | 45 |
Profitability (%) | 68.932 | 65.0485 | 72.8155 | 54.3689 | 52.4272 | 56.3107 |
Ratio Avg Win / Avg Loss | 0.0527 | 0.9379 | 0.0215 | 0.7804 | 1.1057 | 0.5241 |
Largest Winning Trade | 35098 | 35098 | 26377 | 113654896 | 113654896 | 23074082 |
Largest Losing Trade | -6089355 | -63582 | -6089355 | -55278900 | -26218960 | -55278900 |
Avg Bars in Trades | 27 | 26 | 28 | 27 | 26 | 28 |
Avg Bars in Winners | 10 | 9 | 11 | 29 | 32 | 25 |
Avg Bars in Losers | 64 | 57 | 72 | 24 | 19 | 31 |
Bars Traded | 5600 | 2703 | 2897 | 5600 | 2703 | 2897 |
Profit Streak | 399.0467 | 0 | 580.7134 | 0 | 575.7134 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576382 | -239138 | -576210 | -578855 | 337050 | -579961 |
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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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