Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2685648.0011 | 23425.8975 | -2709073.8986 | -6714168.5431 | -51151366.793 | 44437198.2499 |
Total P&L (%) | -2685.648 | 23.4259 | -2709.0739 | -6714.1685 | -51151.3668 | 44437.1983 |
Avg Daily Profit (%) | -1.4378 | 0.0125 | -1.4504 | 0 | 0 | 0.3271 |
Buy And Hold Return (%) | 7801.7872 | 7801.7872 | 7801.7872 | 7801.7872 | 7801.7872 | 7801.7872 |
Max Trade Drawdown | -2826197 | -120920 | -2776855 | -96312899 | -62743959 | -49995681 |
Profit Factor | 0.195 | 1.0807 | 0.1106 | 0.96 | 0.4418 | 1.5826 |
Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
Winning Trades | 214 | 108 | 106 | 161 | 78 | 83 |
Losing Trades | 44 | 21 | 23 | 97 | 51 | 46 |
Profitability (%) | 82.9457 | 83.7209 | 82.1705 | 62.4031 | 60.4651 | 64.3411 |
Ratio Avg Win / Avg Loss | 0.0401 | 0.2101 | 0.024 | 0.5784 | 0.2889 | 0.8771 |
Largest Winning Trade | 18852 | 18852 | 12690 | 50050258 | 3773934 | 50050258 |
Largest Losing Trade | -1929183 | -62277 | -1929183 | -42777184 | -32130375 | -42777184 |
Avg Bars in Trades | 40 | 39 | 41 | 40 | 39 | 41 |
Avg Bars in Winners | 9 | 11 | 7 | 29 | 23 | 35 |
Avg Bars in Losers | 189 | 180 | 197 | 58 | 62 | 53 |
Bars Traded | 10405 | 5034 | 5371 | 10405 | 5034 | 5371 |
Profit Streak | 51.8298 | 97.3298 | 51.8298 | 0 | 0 | 0 |
Trades During Streak | 3 | 7 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573841 | -469468 | -576048 | -577820 | -579633 | 361642 |
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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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