Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3012798.764 | 18592.6485 | -3031391.4125 | -968017.3521 | 237354034.154 | -238322051.506 |
Total P&L (%) | -3012.7988 | 18.5926 | -3031.3914 | -968.0174 | 237354.0342 | -238322.0515 |
Avg Daily Profit (%) | -1.4745 | 0.0091 | -1.4836 | 0 | 0.3811 | 0 |
Buy And Hold Return (%) | 2597.2619 | 2597.2619 | 2597.2619 | 2597.2619 | 2597.2619 | 2597.2619 |
Max Trade Drawdown | -3192870 | -117583 | -3170055 | -347662850 | -63554535 | -337091785 |
Profit Factor | 0.2542 | 1.0385 | 0.1476 | 0.9982 | 2.6929 | 0.3987 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 115 | 51 | 64 | 101 | 48 | 53 |
Losing Trades | 74 | 43 | 31 | 88 | 46 | 42 |
Profitability (%) | 60.8466 | 54.2553 | 67.3684 | 53.4392 | 51.0638 | 55.7895 |
Ratio Avg Win / Avg Loss | 0.1636 | 0.8756 | 0.0715 | 0.8697 | 2.5807 | 0.3159 |
Largest Winning Trade | 57702 | 57702 | 28141 | 256389820 | 256389820 | 95081611 |
Largest Losing Trade | -1785325 | -78324 | -1785325 | -163190208 | -35318118 | -163190208 |
Avg Bars in Trades | 42 | 37 | 46 | 42 | 37 | 46 |
Avg Bars in Winners | 21 | 16 | 25 | 38 | 38 | 38 |
Avg Bars in Losers | 74 | 62 | 91 | 46 | 36 | 57 |
Bars Traded | 7968 | 3526 | 4442 | 7968 | 3526 | 4442 |
Profit Streak | 281.7783 | 0 | 282.2783 | 0 | 283.5283 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577793 | -526069 | -577960 | -579342 | 545271 | -580328 |
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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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