Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3152138.037 | -22191.4794 | -3129946.5577 | 2873103.1628 | -64409717.8315 | 67282820.9943 |
Total P&L (%) | -3152.138 | -22.1915 | -3129.9466 | 2873.1032 | -64409.7178 | 67282.821 |
Avg Daily Profit (%) | -1.6916 | -0.0119 | -1.6797 | 0.1822 | 0 | 0.3501 |
Buy And Hold Return (%) | 7757.4157 | 7757.4157 | 7757.4157 | 7757.4157 | 7757.4157 | 7757.4157 |
Max Trade Drawdown | -3358066 | -116462 | -3267818 | -125954688 | -73794605 | -64883306 |
Profit Factor | 0.2123 | 0.928 | 0.1525 | 1.0108 | 0.53 | 1.5224 |
Total Trades | 423 | 212 | 211 | 423 | 212 | 211 |
Winning Trades | 321 | 140 | 181 | 301 | 140 | 161 |
Losing Trades | 102 | 72 | 30 | 122 | 72 | 50 |
Profitability (%) | 75.8865 | 66.0377 | 85.782 | 71.1584 | 66.0377 | 76.3033 |
Ratio Avg Win / Avg Loss | 0.0675 | 0.4773 | 0.0253 | 0.4097 | 0.2726 | 0.4728 |
Largest Winning Trade | 13686 | 13686 | 13085 | 31052140 | 13315455 | 31052140 |
Largest Losing Trade | -2174689 | -51830 | -2174689 | -64148023 | -58295563 | -64148023 |
Avg Bars in Trades | 50 | 14 | 87 | 50 | 14 | 87 |
Avg Bars in Winners | 16 | 5 | 24 | 32 | 8 | 53 |
Avg Bars in Losers | 160 | 32 | 467 | 96 | 26 | 196 |
Bars Traded | 21523 | 3153 | 18370 | 21523 | 3153 | 18370 |
Profit Streak | 44.7437 | 44.827 | 0 | 44.7437 | 44.827 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574656 | -577311 | -575500 | -362688 | -577311 | 470015 |
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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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