Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3889868.4495 | -3455.9309 | -3886412.5186 | 4180865.279 | -96825015.7851 | 101005881.0642 |
Total P&L (%) | -3889.8684 | -3.4559 | -3886.4125 | 4180.8653 | -96825.0158 | 101005.8811 |
Avg Daily Profit (%) | -2.0953 | -0.0019 | -2.0934 | 0.2026 | 0 | 0.3734 |
Buy And Hold Return (%) | 8437.931 | 8437.931 | 8437.931 | 8437.931 | 8437.931 | 8437.931 |
Max Trade Drawdown | -4072333 | -98516 | -4002283 | -189580012 | -105185220 | -109071138 |
Profit Factor | 0.1619 | 0.9853 | 0.1178 | 1.0137 | 0.4018 | 1.6997 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 143 | 66 | 77 | 123 | 59 | 64 |
Losing Trades | 42 | 27 | 15 | 62 | 34 | 28 |
Profitability (%) | 77.2973 | 70.9677 | 83.6957 | 66.4865 | 63.4409 | 69.5652 |
Ratio Avg Win / Avg Loss | 0.0475 | 0.4031 | 0.0229 | 0.5109 | 0.2315 | 0.7436 |
Largest Winning Trade | 42201 | 20465 | 42201 | 52608297 | 10170347 | 52608297 |
Largest Losing Trade | -2990460 | -42035 | -2990460 | -107888457 | -75543681 | -107888457 |
Avg Bars in Trades | 37 | 7 | 68 | 37 | 7 | 68 |
Avg Bars in Winners | 17 | 4 | 29 | 29 | 4 | 51 |
Avg Bars in Losers | 106 | 16 | 267 | 54 | 12 | 105 |
Bars Traded | 6997 | 717 | 6280 | 6997 | 717 | 6280 |
Profit Streak | 95.3668 | 95.3668 | 97.8668 | 95.3668 | 95.3668 | 97.8668 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574707 | -576410 | -575162 | -360223 | -577386 | 499164 |
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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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