Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2212855.8069 | 244811.7366 | -2457667.5435 | -39513242.9286 | 136543418.3538 | -176056661.2824 |
Total P&L (%) | -2212.8558 | 244.8117 | -2457.6675 | -39513.2429 | 136543.4184 | -176056.6613 |
Avg Daily Profit (%) | -0.9772 | 0.1081 | -1.0853 | 0 | 0.3193 | 0 |
Buy And Hold Return (%) | 11230.4612 | 11230.4612 | 11230.4612 | 11230.4612 | 11230.4612 | 11230.4612 |
Max Trade Drawdown | -2468034 | -65180 | -2504751 | -297615535 | -30241673 | -335488899 |
Profit Factor | 0.2636 | 2.122 | 0.1181 | 0.9169 | 2.3211 | 0.5266 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 45 | 21 | 24 | 47 | 20 | 27 |
Losing Trades | 48 | 25 | 23 | 46 | 26 | 20 |
Profitability (%) | 48.3871 | 45.6522 | 51.0638 | 50.5376 | 43.4783 | 57.4468 |
Ratio Avg Win / Avg Loss | 0.2812 | 2.5262 | 0.1131 | 0.8974 | 3.0174 | 0.3901 |
Largest Winning Trade | 107171 | 107171 | 35834 | 40184848 | 34335981 | 40184848 |
Largest Losing Trade | -2046761 | -53875 | -2046761 | -150345937 | -18100073 | -150345937 |
Avg Bars in Trades | 92 | 95 | 89 | 92 | 95 | 89 |
Avg Bars in Winners | 89 | 96 | 83 | 100 | 118 | 86 |
Avg Bars in Losers | 95 | 95 | 95 | 84 | 78 | 93 |
Bars Traded | 8598 | 4403 | 4195 | 8598 | 4403 | 4195 |
Profit Streak | 0 | 85.7356 | 0 | 53.7356 | 0 | 77.2356 |
Trades During Streak | 0 | 2 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -581157 | -211059 | -580558 | -579897 | 396540 | -579173 |
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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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