Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2972610.7536 | 16594.4114 | -2989205.165 | -5793698.8724 | -116951664.959 | 111157966.0866 |
Total P&L (%) | -2972.6108 | 16.5944 | -2989.2052 | -5793.6989 | -116951.665 | 111157.9661 |
Avg Daily Profit (%) | -1.5944 | 0.0089 | -1.6033 | 0 | 0 | 0.3769 |
Buy And Hold Return (%) | 5407.5927 | 5407.5927 | 5407.5927 | 5407.5927 | 5407.5927 | 5407.5927 |
Max Trade Drawdown | -3156339 | -114943 | -3099575 | -183577282 | -149770222 | -81211163 |
Profit Factor | 0.2176 | 1.0552 | 0.1456 | 0.9836 | 0.4538 | 1.7969 |
Total Trades | 291 | 146 | 145 | 291 | 146 | 145 |
Winning Trades | 237 | 112 | 125 | 168 | 81 | 87 |
Losing Trades | 54 | 34 | 20 | 123 | 65 | 58 |
Profitability (%) | 81.4433 | 76.7123 | 86.2069 | 57.732 | 55.4795 | 60 |
Ratio Avg Win / Avg Loss | 0.0496 | 0.3203 | 0.0233 | 0.7201 | 0.3642 | 1.198 |
Largest Winning Trade | 21336 | 21336 | 20463 | 43123290 | 6288005 | 43123290 |
Largest Losing Trade | -2101064 | -47732 | -2101064 | -76793064 | -76793064 | -49428493 |
Avg Bars in Trades | 74 | 37 | 111 | 74 | 37 | 111 |
Avg Bars in Winners | 26 | 13 | 37 | 62 | 23 | 99 |
Avg Bars in Losers | 283 | 113 | 573 | 89 | 53 | 129 |
Bars Traded | 21546 | 5413 | 16133 | 21546 | 5413 | 16133 |
Profit Streak | 48.7739 | 102.3573 | 48.7739 | 0 | 0 | 0 |
Trades During Streak | 5 | 7 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573677 | -503105 | -575188 | -578253 | -580235 | 467042 |
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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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