Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2067967.0438 | 173808.601 | -2241775.6448 | -81725911.759 | 133405502.1154 | -215131413.8745 |
Total P&L (%) | -2067.967 | 173.8086 | -2241.7756 | -81725.9118 | 133405.5021 | -215131.4139 |
Avg Daily Profit (%) | -0.9116 | 0.0766 | -0.9882 | 0 | 0.3178 | 0 |
Buy And Hold Return (%) | 10880.0363 | 10880.0363 | 10880.0363 | 10880.0363 | 10880.0363 | 10880.0363 |
Max Trade Drawdown | -2187901 | -78334 | -2284867 | -365300955 | -37670766 | -358826924 |
Profit Factor | 0.2648 | 1.8225 | 0.1383 | 0.8514 | 1.9924 | 0.4821 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 131 | 64 | 67 | 128 | 62 | 66 |
Losing Trades | 45 | 24 | 21 | 48 | 26 | 22 |
Profitability (%) | 74.4318 | 72.7273 | 76.1364 | 72.7273 | 70.4545 | 75 |
Ratio Avg Win / Avg Loss | 0.091 | 0.6834 | 0.0433 | 0.3193 | 0.8355 | 0.1607 |
Largest Winning Trade | 45360 | 45360 | 29719 | 75606710 | 75606710 | 16715797 |
Largest Losing Trade | -1750599 | -54236 | -1750599 | -211213886 | -31298218 | -211213886 |
Avg Bars in Trades | 24 | 25 | 23 | 24 | 25 | 23 |
Avg Bars in Winners | 14 | 16 | 11 | 17 | 20 | 14 |
Avg Bars in Losers | 54 | 49 | 60 | 44 | 38 | 50 |
Bars Traded | 4323 | 2251 | 2072 | 4323 | 2251 | 2072 |
Profit Streak | 0 | 0 | 0 | 63.8134 | 63.8134 | 81.8134 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576411 | -252563 | -577153 | -575659 | 485970 | -576742 |
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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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