Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2728872.572 | -2600.1851 | -2726272.3868 | -5424423.4527 | -44377606.6447 | 38953183.192 |
Total P&L (%) | -2728.8726 | -2.6002 | -2726.2724 | -5424.4235 | -44377.6066 | 38953.1832 |
Avg Daily Profit (%) | -1.4618 | -0.0014 | -1.4604 | 0 | 0 | 0.3202 |
Buy And Hold Return (%) | 7996.5583 | 7996.5583 | 7996.5583 | 7996.5583 | 7996.5583 | 7996.5583 |
Max Trade Drawdown | -2837268 | -129356 | -2777385 | -73818209 | -53338354 | -31275277 |
Profit Factor | 0.1765 | 0.9911 | 0.098 | 0.956 | 0.3956 | 1.7824 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 190 | 96 | 94 | 145 | 69 | 76 |
Losing Trades | 44 | 21 | 23 | 89 | 48 | 41 |
Profitability (%) | 81.1966 | 82.0513 | 80.3419 | 61.9658 | 58.9744 | 64.9573 |
Ratio Avg Win / Avg Loss | 0.0409 | 0.2168 | 0.024 | 0.5868 | 0.2752 | 0.9615 |
Largest Winning Trade | 18852 | 18852 | 11998 | 43355278 | 2944637 | 43355278 |
Largest Losing Trade | -1929183 | -62277 | -1929183 | -27117208 | -27117208 | -25436275 |
Avg Bars in Trades | 44 | 42 | 45 | 44 | 42 | 45 |
Avg Bars in Winners | 11 | 13 | 8 | 31 | 24 | 37 |
Avg Bars in Losers | 188 | 175 | 200 | 65 | 69 | 60 |
Bars Traded | 10406 | 5029 | 5377 | 10406 | 5029 | 5377 |
Profit Streak | 50.6953 | 96.1953 | 0 | 0 | 0 | 75.1953 |
Trades During Streak | 1 | 6 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574983 | -575174 | -576821 | -578002 | -579857 | 377031 |
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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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