Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3445872.3439 | -76422.687 | -3369449.6569 | -86330.4974 | 18180998.7371 | -18267329.2345 |
Total P&L (%) | -3445.8723 | -76.4227 | -3369.4497 | -86.3305 | 18180.9987 | -18267.3292 |
Avg Daily Profit (%) | -1.654 | -0.0367 | -1.6173 | -0.0955 | 0.2503 | 0 |
Buy And Hold Return (%) | 74.9049 | 74.9049 | 74.9049 | 74.9049 | 74.9049 | 74.9049 |
Max Trade Drawdown | -3572103 | -228908 | -3499816 | -66508548 | -12356161 | -61399663 |
Profit Factor | 0.2347 | 0.8448 | 0.1598 | 0.999 | 1.8314 | 0.7217 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 122 | 58 | 64 | 82 | 38 | 44 |
Losing Trades | 56 | 31 | 25 | 96 | 51 | 45 |
Profitability (%) | 68.5393 | 65.1685 | 71.9101 | 46.0674 | 42.6966 | 49.4382 |
Ratio Avg Win / Avg Loss | 0.1077 | 0.4515 | 0.0624 | 1.1696 | 2.458 | 0.7381 |
Largest Winning Trade | 60551 | 60551 | 47933 | 15629571 | 15629571 | 9814240 |
Largest Losing Trade | -3051720 | -55584 | -3051720 | -37997822 | -12356161 | -37997822 |
Avg Bars in Trades | 137 | 89 | 185 | 137 | 89 | 185 |
Avg Bars in Winners | 80 | 42 | 114 | 135 | 90 | 174 |
Avg Bars in Losers | 262 | 178 | 367 | 139 | 88 | 196 |
Bars Traded | 24484 | 7963 | 16521 | 24484 | 7963 | 16521 |
Profit Streak | 25.5428 | 52.2095 | 25.5428 | 25.5428 | 52.2095 | 25.5428 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576420 | -577863 | -577433 | -578686 | 351839 | -580770 |
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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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