Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2285801.1207 | 80831.6908 | -2366632.8115 | -10322900.9172 | -199194843.7014 | 188871942.7842 |
Total P&L (%) | -2285.8011 | 80.8317 | -2366.6328 | -10322.9009 | -199194.8437 | 188871.9428 |
Avg Daily Profit (%) | -1.2236 | 0.0433 | -1.2669 | 0 | 0 | 0.4047 |
Buy And Hold Return (%) | 6114.9059 | 6114.9059 | 6114.9059 | 6114.9059 | 6114.9059 | 6114.9059 |
Max Trade Drawdown | -2554747 | -131694 | -2518545 | -342694346 | -238431735 | -115620480 |
Profit Factor | 0.2895 | 1.2751 | 0.1905 | 0.9837 | 0.432 | 1.6684 |
Total Trades | 243 | 122 | 121 | 243 | 122 | 121 |
Winning Trades | 149 | 65 | 84 | 126 | 56 | 70 |
Losing Trades | 94 | 57 | 37 | 117 | 66 | 51 |
Profitability (%) | 61.3169 | 53.2787 | 69.4215 | 51.8519 | 45.9016 | 57.8512 |
Ratio Avg Win / Avg Loss | 0.1827 | 1.1181 | 0.0839 | 0.9134 | 0.5092 | 1.2155 |
Largest Winning Trade | 40581 | 40581 | 25738 | 97523408 | 23457932 | 97523408 |
Largest Losing Trade | -1542947 | -42485 | -1542947 | -96002847 | -96002847 | -68257983 |
Avg Bars in Trades | 88 | 37 | 139 | 88 | 37 | 139 |
Avg Bars in Winners | 49 | 24 | 69 | 89 | 29 | 136 |
Avg Bars in Losers | 150 | 52 | 300 | 87 | 44 | 144 |
Bars Traded | 21528 | 4590 | 16938 | 21528 | 4590 | 16938 |
Profit Streak | 0 | 0 | 0 | 90.0568 | 90.0568 | 93.6401 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578039 | -300764 | -578493 | -578306 | -582043 | 474486 |
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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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