Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2303372.9565 | -2119.6891 | -2301253.2674 | -7199064.2271 | -34753763.8641 | 27554699.637 |
Total P&L (%) | -2303.373 | -2.1197 | -2301.2533 | -7199.0642 | -34753.7639 | 27554.6996 |
Avg Daily Profit (%) | -1.2416 | -0.0011 | -1.2405 | 0 | 0 | 0.3035 |
Buy And Hold Return (%) | 5028.367 | 5028.367 | 5028.367 | 5028.367 | 5028.367 | 5028.367 |
Max Trade Drawdown | -2395756 | -130857 | -2357101 | -60320241 | -38200541 | -34234933 |
Profit Factor | 0.226 | 0.9926 | 0.1444 | 0.9374 | 0.3915 | 1.4768 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 90 | 40 | 50 | 85 | 37 | 48 |
Losing Trades | 77 | 44 | 33 | 82 | 47 | 35 |
Profitability (%) | 53.8922 | 47.619 | 60.241 | 50.8982 | 44.0476 | 57.8313 |
Ratio Avg Win / Avg Loss | 0.1933 | 1.0918 | 0.0953 | 0.9043 | 0.4973 | 1.0768 |
Largest Winning Trade | 48425 | 23463 | 48425 | 32522998 | 3510306 | 32522998 |
Largest Losing Trade | -1455463 | -53171 | -1455463 | -24875972 | -13489061 | -24875972 |
Avg Bars in Trades | 64 | 32 | 96 | 64 | 32 | 96 |
Avg Bars in Winners | 38 | 27 | 46 | 65 | 26 | 96 |
Avg Bars in Losers | 95 | 37 | 171 | 63 | 38 | 96 |
Bars Traded | 10767 | 2762 | 8005 | 10767 | 2762 | 8005 |
Profit Streak | 37.2872 | 74.4539 | 0 | 0 | 0 | 80.1206 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578854 | -579808 | -579504 | -579786 | -583422 | 371311 |
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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) |
---|