Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3272861.2549 | -2630.1082 | -3270231.1466 | 17334526.7006 | -42860117.1359 | 60194643.8366 |
Total P&L (%) | -3272.8613 | -2.6301 | -3270.2311 | 17334.5267 | -42860.1171 | 60194.6438 |
Avg Daily Profit (%) | -1.7514 | -0.0014 | -1.75 | 0.2766 | 0 | 0.3432 |
Buy And Hold Return (%) | 6507.3302 | 6507.3302 | 6507.3302 | 6507.3302 | 6507.3302 | 6507.3302 |
Max Trade Drawdown | -3408087 | -74453 | -3359172 | -177264714 | -59636672 | -173563143 |
Profit Factor | 0.1463 | 0.9748 | 0.1231 | 1.0495 | 0.4451 | 1.2208 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 62 | 30 | 32 | 60 | 31 | 29 |
Losing Trades | 33 | 18 | 15 | 35 | 17 | 18 |
Profitability (%) | 65.2632 | 62.5 | 68.0851 | 63.1579 | 64.5833 | 61.7021 |
Ratio Avg Win / Avg Loss | 0.0779 | 0.5849 | 0.0577 | 0.6122 | 0.2441 | 0.7577 |
Largest Winning Trade | 39094 | 9402 | 39094 | 102206187 | 6114344 | 102206187 |
Largest Losing Trade | -2268146 | -33643 | -2268146 | -165818265 | -42971303 | -165818265 |
Avg Bars in Trades | 111 | 7 | 217 | 111 | 7 | 217 |
Avg Bars in Winners | 51 | 5 | 94 | 72 | 6 | 142 |
Avg Bars in Losers | 224 | 10 | 480 | 178 | 8 | 338 |
Bars Traded | 10568 | 342 | 10226 | 10568 | 342 | 10226 |
Profit Streak | 52.5181 | 114.5181 | 0 | 52.5181 | 114.5181 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577705 | -577833 | -578352 | -159894 | -577563 | 316531 |
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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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