Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3633956.4117 | 51377.4932 | -3685333.9049 | 450801.7841 | 399373396.6592 | -398922594.8751 |
Total P&L (%) | -3633.9564 | 51.3775 | -3685.3339 | 450.8018 | 399373.3967 | -398922.5949 |
Avg Daily Profit (%) | -1.7784 | 0.0251 | -1.8036 | 0.0835 | 0.4067 | 0 |
Buy And Hold Return (%) | 3764.0884 | 3764.0884 | 3764.0884 | 3764.0884 | 3764.0884 | 3764.0884 |
Max Trade Drawdown | -3701143 | -117367 | -3760706 | -595461686 | -175963835 | -594228089 |
Profit Factor | 0.2367 | 1.0884 | 0.1183 | 1.0004 | 1.8925 | 0.4476 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 118 | 56 | 62 | 96 | 47 | 49 |
Losing Trades | 71 | 38 | 33 | 93 | 47 | 46 |
Profitability (%) | 62.4339 | 59.5745 | 65.2632 | 50.7937 | 50 | 51.5789 |
Ratio Avg Win / Avg Loss | 0.1424 | 0.7386 | 0.063 | 0.9691 | 1.8925 | 0.4202 |
Largest Winning Trade | 61550 | 61550 | 41201 | 378418291 | 378418291 | 139456551 |
Largest Losing Trade | -2244712 | -75585 | -2244712 | -356272654 | -103476947 | -356272654 |
Avg Bars in Trades | 31 | 28 | 34 | 31 | 28 | 34 |
Avg Bars in Winners | 18 | 19 | 17 | 34 | 41 | 28 |
Avg Bars in Losers | 52 | 40 | 65 | 27 | 15 | 40 |
Bars Traded | 5905 | 2656 | 3249 | 5905 | 2656 | 3249 |
Profit Streak | 271.1142 | 448.1142 | 271.1142 | 271.1142 | 448.1142 | 271.1142 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577206 | -447460 | -578233 | -466911 | 529541 | -580285 |
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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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