Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2931804.905 | -54623.8175 | -2877181.0875 | -151639.8497 | 16651161.6956 | -16802801.5454 |
Total P&L (%) | -2931.8049 | -54.6238 | -2877.1811 | -151.6399 | 16651.1617 | -16802.8015 |
Avg Daily Profit (%) | -1.4078 | -0.0262 | -1.3816 | 0 | 0.2462 | 0 |
Buy And Hold Return (%) | 87.2549 | 87.2549 | 87.2549 | 87.2549 | 87.2549 | 87.2549 |
Max Trade Drawdown | -3211160 | -162875 | -3093156 | -75877206 | -11654426 | -88292489 |
Profit Factor | 0.3149 | 0.8984 | 0.231 | 0.999 | 1.4046 | 0.8478 |
Total Trades | 342 | 171 | 171 | 342 | 171 | 171 |
Winning Trades | 210 | 94 | 116 | 176 | 90 | 86 |
Losing Trades | 132 | 77 | 55 | 166 | 81 | 85 |
Profitability (%) | 61.4035 | 54.9708 | 67.8363 | 51.462 | 52.6316 | 50.2924 |
Ratio Avg Win / Avg Loss | 0.1979 | 0.736 | 0.1095 | 0.9422 | 1.2641 | 0.8379 |
Largest Winning Trade | 35110 | 20729 | 35110 | 27913793 | 4992669 | 27913793 |
Largest Losing Trade | -2510786 | -26276 | -2510786 | -65103621 | -4995535 | -65103621 |
Avg Bars in Trades | 71 | 21 | 121 | 71 | 21 | 121 |
Avg Bars in Winners | 52 | 21 | 77 | 63 | 24 | 104 |
Avg Bars in Losers | 102 | 21 | 215 | 80 | 18 | 139 |
Bars Traded | 24486 | 3677 | 20809 | 24486 | 3677 | 20809 |
Profit Streak | 21.7951 | 21.7951 | 28.0451 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576044 | -578966 | -576660 | -578800 | 364124 | -580399 |
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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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