Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2208804.7194 | 72348.6967 | -2281153.4161 | -7960317.8913 | -51244260.613 | 43283942.7216 |
Total P&L (%) | -2208.8047 | 72.3487 | -2281.1534 | -7960.3179 | -51244.2606 | 43283.9427 |
Avg Daily Profit (%) | -1.1901 | 0.039 | -1.2291 | 0 | 0 | 0.3277 |
Buy And Hold Return (%) | 5124.7007 | 5124.7007 | 5124.7007 | 5124.7007 | 5124.7007 | 5124.7007 |
Max Trade Drawdown | -2390654 | -81104 | -2394855 | -104119316 | -54227203 | -74015572 |
Profit Factor | 0.2511 | 1.3509 | 0.1684 | 0.9583 | 0.4537 | 1.4459 |
Total Trades | 207 | 104 | 103 | 207 | 104 | 103 |
Winning Trades | 165 | 77 | 88 | 118 | 52 | 66 |
Losing Trades | 42 | 27 | 15 | 89 | 52 | 37 |
Profitability (%) | 79.7101 | 74.0385 | 85.4369 | 57.0048 | 50 | 64.0777 |
Ratio Avg Win / Avg Loss | 0.0639 | 0.4737 | 0.0287 | 0.7228 | 0.4537 | 0.8106 |
Largest Winning Trade | 31167 | 31167 | 18377 | 31631155 | 7170976 | 31631155 |
Largest Losing Trade | -1533908 | -48549 | -1533908 | -42742438 | -39688000 | -42742438 |
Avg Bars in Trades | 103 | 27 | 180 | 103 | 27 | 180 |
Avg Bars in Winners | 39 | 10 | 65 | 87 | 16 | 144 |
Avg Bars in Losers | 355 | 76 | 858 | 125 | 39 | 245 |
Bars Traded | 21504 | 2893 | 18611 | 21504 | 2893 | 18611 |
Profit Streak | 38.8967 | 180.23 | 0 | 0 | 0 | 80.98 |
Trades During Streak | 1 | 11 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575296 | -302914 | -576362 | -578786 | -580777 | 379494 |
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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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