Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2911059.3666 | 3918.1305 | -2914977.497 | -1636898.4059 | -51196481.8363 | 49559583.4304 |
Total P&L (%) | -2911.0594 | 3.9181 | -2914.9775 | -1636.8984 | -51196.4818 | 49559.5834 |
Avg Daily Profit (%) | -1.5662 | 0.0021 | -1.5683 | 0 | 0 | 0.3345 |
Buy And Hold Return (%) | 6839.4719 | 6839.4719 | 6839.4719 | 6839.4719 | 6839.4719 | 6839.4719 |
Max Trade Drawdown | -2987815 | -86979 | -2960492 | -120796143 | -57638096 | -93313545 |
Profit Factor | 0.2228 | 1.013 | 0.1534 | 0.9939 | 0.5955 | 1.3457 |
Total Trades | 249 | 125 | 124 | 249 | 125 | 124 |
Winning Trades | 150 | 68 | 82 | 127 | 58 | 69 |
Losing Trades | 99 | 57 | 42 | 122 | 67 | 55 |
Profitability (%) | 60.241 | 54.4 | 66.129 | 51.004 | 46.4 | 55.6452 |
Ratio Avg Win / Avg Loss | 0.147 | 0.8491 | 0.0786 | 0.9548 | 0.6879 | 1.0726 |
Largest Winning Trade | 20884 | 12717 | 20884 | 31933319 | 5216872 | 31933319 |
Largest Losing Trade | -2087888 | -32692 | -2087888 | -69907398 | -27127230 | -69907398 |
Avg Bars in Trades | 42 | 10 | 75 | 42 | 10 | 75 |
Avg Bars in Winners | 17 | 7 | 26 | 38 | 7 | 64 |
Avg Bars in Losers | 80 | 14 | 170 | 46 | 12 | 88 |
Bars Traded | 10664 | 1309 | 9355 | 10664 | 1309 | 9355 |
Profit Streak | 24.8135 | 81.4802 | 0 | 0 | 0 | 83.4802 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577604 | -562532 | -578912 | -579345 | -582122 | 382156 |
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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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