Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2120667.9344 | 249679.4174 | -2370347.3518 | -60406581.6628 | 75003305.1528 | -135409886.8156 |
Total P&L (%) | -2120.6679 | 249.6794 | -2370.3474 | -60406.5817 | 75003.3052 | -135409.8868 |
Avg Daily Profit (%) | -0.9396 | 0.1106 | -1.0502 | 0 | 0.2938 | 0 |
Buy And Hold Return (%) | 8896.3054 | 8896.3054 | 8896.3054 | 8896.3054 | 8896.3054 | 8896.3054 |
Max Trade Drawdown | -2438820 | -71338 | -2488755 | -251061761 | -22416535 | -263763199 |
Profit Factor | 0.326 | 1.8246 | 0.1664 | 0.8818 | 1.4997 | 0.625 |
Total Trades | 229 | 114 | 115 | 229 | 114 | 115 |
Winning Trades | 122 | 60 | 62 | 122 | 60 | 62 |
Losing Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Profitability (%) | 53.2751 | 52.6316 | 53.913 | 53.2751 | 52.6316 | 53.913 |
Ratio Avg Win / Avg Loss | 0.2859 | 1.6422 | 0.1422 | 0.7734 | 1.3498 | 0.5343 |
Largest Winning Trade | 94580 | 94580 | 32385 | 32741677 | 32741677 | 30509103 |
Largest Losing Trade | -1965154 | -31055 | -1965154 | -110747803 | -19688678 | -110747803 |
Avg Bars in Trades | 28 | 28 | 28 | 28 | 28 | 28 |
Avg Bars in Winners | 24 | 22 | 27 | 25 | 25 | 26 |
Avg Bars in Losers | 33 | 35 | 30 | 32 | 31 | 32 |
Bars Traded | 6579 | 3249 | 3330 | 6579 | 3249 | 3330 |
Profit Streak | 121.1348 | 136.1348 | 121.1348 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577490 | -206295 | -579282 | -578877 | 378424 | -580241 |
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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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