Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3189187.728 | -30584.7724 | -3158602.9556 | -540884.4668 | -68062800.0186 | 67521915.5519 |
Total P&L (%) | -3189.1877 | -30.5848 | -3158.603 | -540.8845 | -68062.8 | 67521.9156 |
Avg Daily Profit (%) | -1.7177 | -0.0165 | -1.7012 | 0 | 0 | 0.3516 |
Buy And Hold Return (%) | 6605.3413 | 6605.3413 | 6605.3413 | 6605.3413 | 6605.3413 | 6605.3413 |
Max Trade Drawdown | -3369968 | -121282 | -3284030 | -88749425 | -80231833 | -50212677 |
Profit Factor | 0.2084 | 0.9033 | 0.1492 | 0.9976 | 0.4534 | 1.6645 |
Total Trades | 439 | 220 | 219 | 439 | 220 | 219 |
Winning Trades | 353 | 162 | 191 | 252 | 118 | 134 |
Losing Trades | 86 | 58 | 28 | 187 | 102 | 85 |
Profitability (%) | 80.41 | 73.6364 | 87.2146 | 57.4032 | 53.6364 | 61.1872 |
Ratio Avg Win / Avg Loss | 0.0508 | 0.3234 | 0.0219 | 0.7403 | 0.3919 | 1.0558 |
Largest Winning Trade | 13099 | 11735 | 13099 | 39636626 | 4413875 | 39636626 |
Largest Losing Trade | -2210571 | -51624 | -2210571 | -39647573 | -39223065 | -39647573 |
Avg Bars in Trades | 49 | 16 | 81 | 49 | 16 | 81 |
Avg Bars in Winners | 16 | 5 | 25 | 42 | 10 | 69 |
Avg Bars in Losers | 183 | 46 | 466 | 58 | 22 | 100 |
Bars Traded | 21523 | 3601 | 17921 | 21523 | 3601 | 17921 |
Profit Streak | 37.9228 | 38.0061 | 0 | 0 | 0 | 38.1728 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574009 | -576295 | -575319 | -577523 | -579432 | 502612 |
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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) |
---|