Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2890310.5587 | 25304.874 | -2915615.4327 | -3694591.8569 | -78142060.6973 | 74447468.8405 |
Total P&L (%) | -2890.3106 | 25.3049 | -2915.6154 | -3694.5919 | -78142.0607 | 74447.4688 |
Avg Daily Profit (%) | -1.5573 | 0.0136 | -1.5709 | 0 | 0 | 0.357 |
Buy And Hold Return (%) | 4956.8012 | 4956.8012 | 4956.8012 | 4956.8012 | 4956.8012 | 4956.8012 |
Max Trade Drawdown | -3064875 | -106808 | -3024033 | -140776560 | -111612037 | -77509816 |
Profit Factor | 0.2039 | 1.1074 | 0.1412 | 0.9865 | 0.4663 | 1.5855 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 149 | 70 | 79 | 98 | 44 | 54 |
Losing Trades | 40 | 25 | 15 | 91 | 51 | 40 |
Profitability (%) | 78.836 | 73.6842 | 84.0426 | 51.8519 | 46.3158 | 57.4468 |
Ratio Avg Win / Avg Loss | 0.0547 | 0.3955 | 0.0268 | 0.916 | 0.5405 | 1.1744 |
Largest Winning Trade | 27280 | 27280 | 18153 | 34468964 | 13834036 | 34468964 |
Largest Losing Trade | -2067678 | -47651 | -2067678 | -55135195 | -53221922 | -55135195 |
Avg Bars in Trades | 56 | 20 | 93 | 56 | 20 | 93 |
Avg Bars in Winners | 24 | 8 | 37 | 56 | 14 | 89 |
Avg Bars in Losers | 179 | 52 | 391 | 57 | 24 | 99 |
Bars Traded | 10758 | 1927 | 8831 | 10758 | 1927 | 8831 |
Profit Streak | 38.4538 | 179.4538 | 0 | 0 | 0 | 81.4538 |
Trades During Streak | 1 | 10 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575504 | -439557 | -576521 | -579548 | -582233 | 447413 |
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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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