Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2705959.1186 | 38025.4851 | -2743984.6037 | -41548.0579 | 118985241.6822 | -119026789.7401 |
Total P&L (%) | -2705.9591 | 38.0255 | -2743.9846 | -41.5481 | 118985.2417 | -119026.7897 |
Avg Daily Profit (%) | -1.3247 | 0.0186 | -1.3433 | -0.0263 | 0.3473 | 0 |
Buy And Hold Return (%) | 3246.4115 | 3246.4115 | 3246.4115 | 3246.4115 | 3246.4115 | 3246.4115 |
Max Trade Drawdown | -2799209 | -162382 | -2815728 | -210472513 | -47519696 | -162952817 |
Profit Factor | 0.2786 | 1.0725 | 0.1496 | 0.9999 | 2.3451 | 0.3937 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 97 | 46 | 51 | 85 | 44 | 41 |
Losing Trades | 78 | 41 | 37 | 90 | 43 | 47 |
Profitability (%) | 55.4286 | 52.8736 | 57.9545 | 48.5714 | 50.5747 | 46.5909 |
Ratio Avg Win / Avg Loss | 0.224 | 0.9559 | 0.1085 | 1.0587 | 2.2918 | 0.4514 |
Largest Winning Trade | 71225 | 71225 | 52349 | 74706698 | 74706698 | 20308833 |
Largest Losing Trade | -1497766 | -78220 | -1497766 | -110191109 | -25675115 | -110191109 |
Avg Bars in Trades | 67 | 70 | 65 | 67 | 70 | 65 |
Avg Bars in Winners | 34 | 36 | 32 | 76 | 91 | 59 |
Avg Bars in Losers | 109 | 108 | 110 | 60 | 48 | 70 |
Bars Traded | 11884 | 6135 | 5749 | 11884 | 6135 | 5749 |
Profit Streak | 340.1856 | 340.1856 | 341.3523 | 340.1856 | 340.1856 | 341.3523 |
Trades During Streak | 9 | 4 | 6 | 9 | 4 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577693 | -474764 | -578661 | -577285 | 535686 | -581018 |
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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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