Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2889039.9501 | 11503.959 | -2900543.9091 | -2561486.4742 | -98068957.5814 | 95507471.1072 |
Total P&L (%) | -2889.04 | 11.504 | -2900.5439 | -2561.4865 | -98068.9576 | 95507.4711 |
Avg Daily Profit (%) | -1.5509 | 0.0062 | -1.5571 | 0 | 0 | 0.3691 |
Buy And Hold Return (%) | 9042.8681 | 9042.8681 | 9042.8681 | 9042.8681 | 9042.8681 | 9042.8681 |
Max Trade Drawdown | -3079195 | -114537 | -3036070 | -156398558 | -125785521 | -54360265 |
Profit Factor | 0.2083 | 1.0445 | 0.1444 | 0.9907 | 0.4345 | 1.9401 |
Total Trades | 310 | 155 | 155 | 310 | 155 | 155 |
Winning Trades | 237 | 106 | 131 | 164 | 76 | 88 |
Losing Trades | 73 | 49 | 24 | 146 | 79 | 67 |
Profitability (%) | 76.4516 | 68.3871 | 84.5161 | 52.9032 | 49.0323 | 56.7742 |
Ratio Avg Win / Avg Loss | 0.0641 | 0.4828 | 0.0265 | 0.882 | 0.4517 | 1.4771 |
Largest Winning Trade | 17416 | 13366 | 17416 | 49102186 | 8062729 | 49102186 |
Largest Losing Trade | -2023135 | -60996 | -2023135 | -83795777 | -83795777 | -41433437 |
Avg Bars in Trades | 34 | 14 | 55 | 34 | 14 | 55 |
Avg Bars in Winners | 12 | 5 | 18 | 31 | 8 | 50 |
Avg Bars in Losers | 105 | 31 | 256 | 38 | 19 | 61 |
Bars Traded | 10752 | 2179 | 8573 | 10752 | 2179 | 8573 |
Profit Streak | 45.2831 | 93.7831 | 0 | 0 | 0 | 88.2831 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575171 | -519324 | -575915 | -578780 | -580619 | 494990 |
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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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