Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2487176.1843 | -68276.7086 | -2418899.4757 | 2185375.3779 | -101115097.5271 | 103300472.905 |
Total P&L (%) | -2487.1762 | -68.2767 | -2418.8995 | 2185.3754 | -101115.0975 | 103300.4729 |
Avg Daily Profit (%) | -1.332 | -0.0366 | -1.2954 | 0.1677 | 0 | 0.3724 |
Buy And Hold Return (%) | 509.6134 | 509.6134 | 509.6134 | 509.6134 | 509.6134 | 509.6134 |
Max Trade Drawdown | -2576987 | -192879 | -2467209 | -96089916 | -105116291 | -29411804 |
Profit Factor | 0.1797 | 0.7609 | 0.1192 | 1.0118 | 0.2218 | 2.8945 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 169 | 76 | 93 | 153 | 69 | 84 |
Losing Trades | 42 | 30 | 12 | 58 | 37 | 21 |
Profitability (%) | 80.0948 | 71.6981 | 88.5714 | 72.5118 | 65.0943 | 80 |
Ratio Avg Win / Avg Loss | 0.0447 | 0.3004 | 0.0154 | 0.3836 | 0.1189 | 0.7236 |
Largest Winning Trade | 34802 | 19754 | 34802 | 94560656 | 2314822 | 94560656 |
Largest Losing Trade | -1590048 | -57100 | -1590048 | -55654473 | -55654473 | -21140482 |
Avg Bars in Trades | 32 | 22 | 43 | 32 | 22 | 43 |
Avg Bars in Winners | 10 | 4 | 15 | 17 | 5 | 27 |
Avg Bars in Losers | 122 | 68 | 255 | 74 | 56 | 107 |
Bars Traded | 6959 | 2435 | 4525 | 6959 | 2435 | 4525 |
Profit Streak | 53.9614 | 159.4614 | 0 | 53.9614 | 159.4614 | 0 |
Trades During Streak | 1 | 11 | 0 | 1 | 11 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575212 | -576099 | -576052 | -198781 | -577233 | 581479 |
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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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