Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2698073.2026 | 14988.7008 | -2713061.9034 | -7524316.7484 | -53237322.7047 | 45713005.9563 |
Total P&L (%) | -2698.0732 | 14.9887 | -2713.0619 | -7524.3167 | -53237.3227 | 45713.006 |
Avg Daily Profit (%) | -1.4486 | 0.008 | -1.4567 | 0 | 0 | 0.3295 |
Buy And Hold Return (%) | 8544.6886 | 8544.6886 | 8544.6886 | 8544.6886 | 8544.6886 | 8544.6886 |
Max Trade Drawdown | -2835143 | -124874 | -2777693 | -96546841 | -66210228 | -44751577 |
Profit Factor | 0.1878 | 1.0508 | 0.1037 | 0.9543 | 0.4335 | 1.6455 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 196 | 98 | 98 | 155 | 75 | 80 |
Losing Trades | 46 | 23 | 23 | 87 | 46 | 41 |
Profitability (%) | 80.9917 | 80.9917 | 80.9917 | 64.0496 | 61.9835 | 66.1157 |
Ratio Avg Win / Avg Loss | 0.0441 | 0.2466 | 0.0243 | 0.5357 | 0.2659 | 0.8433 |
Largest Winning Trade | 18852 | 18852 | 11998 | 52153774 | 4155022 | 52153774 |
Largest Losing Trade | -1929183 | -62114 | -1929183 | -37345829 | -35152554 | -37345829 |
Avg Bars in Trades | 43 | 41 | 44 | 43 | 41 | 44 |
Avg Bars in Winners | 10 | 12 | 8 | 30 | 24 | 36 |
Avg Bars in Losers | 181 | 164 | 199 | 64 | 69 | 59 |
Bars Traded | 10406 | 5037 | 5369 | 10406 | 5037 | 5369 |
Profit Streak | 40.9919 | 40.9919 | 46.4919 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574539 | -509543 | -576189 | -577690 | -579457 | 368615 |
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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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