Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2850105.3356 | 26492.066 | -2876597.4016 | -3367611.5566 | -86320889.335 | 82953277.7785 |
Total P&L (%) | -2850.1053 | 26.4921 | -2876.5974 | -3367.6116 | -86320.8893 | 82953.2778 |
Avg Daily Profit (%) | -1.5316 | 0.0142 | -1.5459 | 0 | 0 | 0.3619 |
Buy And Hold Return (%) | 6165.8423 | 6165.8423 | 6165.8423 | 6165.8423 | 6165.8423 | 6165.8423 |
Max Trade Drawdown | -3057064 | -121017 | -3005099 | -145360750 | -112151169 | -63752172 |
Profit Factor | 0.2055 | 1.1105 | 0.1407 | 0.9862 | 0.3976 | 1.8209 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 150 | 68 | 82 | 95 | 41 | 54 |
Losing Trades | 47 | 31 | 16 | 102 | 58 | 44 |
Profitability (%) | 76.1421 | 68.6869 | 83.6735 | 48.2234 | 41.4141 | 55.102 |
Ratio Avg Win / Avg Loss | 0.0644 | 0.5062 | 0.0275 | 1.0589 | 0.5625 | 1.4837 |
Largest Winning Trade | 27280 | 27280 | 20602 | 43703869 | 13914101 | 43703869 |
Largest Losing Trade | -2023135 | -48967 | -2023135 | -62308743 | -62308743 | -42780697 |
Avg Bars in Trades | 54 | 20 | 89 | 54 | 20 | 89 |
Avg Bars in Winners | 20 | 8 | 30 | 55 | 14 | 86 |
Avg Bars in Losers | 163 | 45 | 392 | 53 | 23 | 93 |
Bars Traded | 10758 | 1992 | 8766 | 10758 | 1992 | 8766 |
Profit Streak | 43.2511 | 168.7511 | 0 | 0 | 0 | 86.2511 |
Trades During Streak | 1 | 10 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575805 | -436026 | -576547 | -578770 | -584129 | 456902 |
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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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