Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3539098.3377 | -44459.3235 | -3494639.0142 | 338801.2066 | -69133832.8976 | 69472634.1041 |
Total P&L (%) | -3539.0983 | -44.4593 | -3494.639 | 338.8012 | -69133.8329 | 69472.6341 |
Avg Daily Profit (%) | -1.9038 | -0.0239 | -1.8798 | 0.0796 | 0 | 0.3527 |
Buy And Hold Return (%) | 6769.131 | 6769.131 | 6769.131 | 6769.131 | 6769.131 | 6769.131 |
Max Trade Drawdown | -3669065 | -108425 | -3604687 | -98106667 | -74947670 | -69717342 |
Profit Factor | 0.1622 | 0.8055 | 0.1254 | 1.0016 | 0.336 | 1.6449 |
Total Trades | 207 | 104 | 103 | 207 | 104 | 103 |
Winning Trades | 155 | 68 | 87 | 137 | 62 | 75 |
Losing Trades | 52 | 36 | 16 | 70 | 42 | 28 |
Profitability (%) | 74.8792 | 65.3846 | 84.466 | 66.1836 | 59.6154 | 72.8155 |
Ratio Avg Win / Avg Loss | 0.0544 | 0.4264 | 0.0231 | 0.5118 | 0.2276 | 0.6141 |
Largest Winning Trade | 30595 | 18852 | 30595 | 44691861 | 3836608 | 44691861 |
Largest Losing Trade | -2563166 | -41219 | -2563166 | -68641813 | -37717773 | -68641813 |
Avg Bars in Trades | 50 | 8 | 93 | 50 | 8 | 93 |
Avg Bars in Winners | 23 | 4 | 37 | 38 | 6 | 64 |
Avg Bars in Losers | 132 | 15 | 396 | 75 | 12 | 170 |
Bars Traded | 10513 | 893 | 9620 | 10513 | 893 | 9620 |
Profit Streak | 98.596 | 98.596 | 104.7626 | 98.596 | 98.596 | 104.7626 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575072 | -577824 | -575063 | -468328 | -578572 | 505041 |
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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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