Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3397435.92 | -25335.3965 | -3372100.5236 | 45690.6436 | -129064605.77 | 129110296.4137 |
Total P&L (%) | -3397.4359 | -25.3354 | -3372.1005 | 45.6906 | -129064.6058 | 129110.2964 |
Avg Daily Profit (%) | -1.8181 | -0.0136 | -1.8045 | 0.0201 | 0 | 0.3841 |
Buy And Hold Return (%) | 6148.7246 | 6148.7246 | 6148.7246 | 6148.7246 | 6148.7246 | 6148.7246 |
Max Trade Drawdown | -3542404 | -133688 | -3478247 | -144065328 | -140443048 | -74593861 |
Profit Factor | 0.1787 | 0.9009 | 0.1311 | 1.0001 | 0.3024 | 2.0564 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 127 | 52 | 75 | 119 | 54 | 65 |
Losing Trades | 54 | 39 | 15 | 62 | 37 | 25 |
Profitability (%) | 70.1657 | 57.1429 | 83.3333 | 65.7459 | 59.3407 | 72.2222 |
Ratio Avg Win / Avg Loss | 0.076 | 0.6757 | 0.0262 | 0.5211 | 0.2072 | 0.7909 |
Largest Winning Trade | 27872 | 23253 | 27872 | 71190430 | 16848457 | 71190430 |
Largest Losing Trade | -2467506 | -39750 | -2467506 | -74319154 | -56578810 | -74319154 |
Avg Bars in Trades | 58 | 13 | 103 | 58 | 13 | 103 |
Avg Bars in Winners | 25 | 5 | 39 | 42 | 8 | 70 |
Avg Bars in Losers | 133 | 23 | 421 | 88 | 19 | 189 |
Bars Traded | 10514 | 1211 | 9303 | 10514 | 1211 | 9303 |
Profit Streak | 108.933 | 108.933 | 116.0996 | 108.933 | 108.933 | 116.0996 |
Trades During Streak | 6 | 3 | 5 | 6 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575750 | -578531 | -575176 | -549305 | -578246 | 540412 |
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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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