Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3283706.2394 | 96685.4121 | -3380391.6515 | -51327442.1697 | -480649914.0534 | 429322471.8836 |
Total P&L (%) | -3283.7062 | 96.6854 | -3380.3917 | -51327.4422 | -480649.9141 | 429322.4719 |
Avg Daily Profit (%) | -1.7584 | 0.0518 | -1.8102 | 0 | 0 | 0.449 |
Buy And Hold Return (%) | 6694.6128 | 6694.6128 | 6694.6128 | 6694.6128 | 6694.6128 | 6694.6128 |
Max Trade Drawdown | -3484303 | -94842 | -3504060 | -1116913240 | -544890299 | -743065409 |
Profit Factor | 0.2179 | 1.3547 | 0.1389 | 0.9741 | 0.4509 | 1.3881 |
Total Trades | 279 | 140 | 139 | 279 | 140 | 139 |
Winning Trades | 207 | 100 | 107 | 148 | 71 | 77 |
Losing Trades | 72 | 40 | 32 | 131 | 69 | 62 |
Profitability (%) | 74.1935 | 71.4286 | 76.9784 | 53.0466 | 50.7143 | 55.3957 |
Ratio Avg Win / Avg Loss | 0.0758 | 0.5419 | 0.0416 | 0.8622 | 0.4382 | 1.1177 |
Largest Winning Trade | 38161 | 32145 | 38161 | 335283748 | 41886743 | 335283748 |
Largest Losing Trade | -2671763 | -55416 | -2671763 | -509576742 | -349542793 | -509576742 |
Avg Bars in Trades | 75 | 38 | 112 | 75 | 38 | 112 |
Avg Bars in Winners | 33 | 16 | 50 | 77 | 27 | 124 |
Avg Bars in Losers | 195 | 94 | 321 | 72 | 50 | 98 |
Bars Traded | 21071 | 5430 | 15641 | 21071 | 5430 | 15641 |
Profit Streak | 92.7361 | 92.7361 | 112.0694 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 10 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574697 | -286845 | -575578 | -578923 | -580868 | 406854 |
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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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