Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2359228.5411 | 17514.6709 | -2376743.212 | 1331912.1837 | -74665904.696 | 75997816.8797 |
Total P&L (%) | -2359.2285 | 17.5147 | -2376.7432 | 1331.9122 | -74665.9047 | 75997.8169 |
Avg Daily Profit (%) | -1.2687 | 0.0094 | -1.2781 | 0.1432 | 0 | 0.3574 |
Buy And Hold Return (%) | 7090.203 | 7090.203 | 7090.203 | 7090.203 | 7090.203 | 7090.203 |
Max Trade Drawdown | -2517824 | -94457 | -2485716 | -117750067 | -81710278 | -81633274 |
Profit Factor | 0.249 | 1.0756 | 0.1831 | 1.0052 | 0.4288 | 1.6096 |
Total Trades | 329 | 165 | 164 | 329 | 165 | 164 |
Winning Trades | 262 | 119 | 143 | 234 | 109 | 125 |
Losing Trades | 67 | 46 | 21 | 95 | 56 | 39 |
Profitability (%) | 79.6353 | 72.1212 | 87.1951 | 71.1246 | 66.0606 | 76.2195 |
Ratio Avg Win / Avg Loss | 0.0637 | 0.4158 | 0.0269 | 0.4081 | 0.2203 | 0.5022 |
Largest Winning Trade | 22442 | 22442 | 18377 | 39985671 | 8225784 | 39985671 |
Largest Losing Trade | -1451821 | -40967 | -1451821 | -80960651 | -45592855 | -80960651 |
Avg Bars in Trades | 65 | 13 | 117 | 65 | 13 | 117 |
Avg Bars in Winners | 25 | 5 | 41 | 47 | 7 | 82 |
Avg Bars in Losers | 222 | 33 | 637 | 108 | 24 | 228 |
Bars Traded | 21509 | 2234 | 19275 | 21509 | 2234 | 19275 |
Profit Streak | 43.3929 | 82.8095 | 43.3929 | 43.3929 | 82.8095 | 43.3929 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573794 | -480652 | -575055 | -377769 | -577147 | 500671 |
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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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