Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2849078.6154 | 11073.9237 | -2860152.5391 | -4859941.693 | -78187916.4923 | 73327974.7993 |
Total P&L (%) | -2849.0786 | 11.0739 | -2860.1525 | -4859.9417 | -78187.9165 | 73327.9748 |
Avg Daily Profit (%) | -1.5322 | 0.006 | -1.5381 | 0 | 0 | 0.3555 |
Buy And Hold Return (%) | 9249.0272 | 9249.0272 | 9249.0272 | 9249.0272 | 9249.0272 | 9249.0272 |
Max Trade Drawdown | -3011547 | -115727 | -2976266 | -101644071 | -84348323 | -59127892 |
Profit Factor | 0.2 | 1.0451 | 0.1373 | 0.977 | 0.3406 | 1.7907 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 155 | 69 | 86 | 94 | 42 | 52 |
Losing Trades | 43 | 30 | 13 | 104 | 57 | 47 |
Profitability (%) | 78.2828 | 69.697 | 86.8687 | 47.4747 | 42.4242 | 52.5253 |
Ratio Avg Win / Avg Loss | 0.0555 | 0.4544 | 0.0208 | 1.0809 | 0.4623 | 1.6185 |
Largest Winning Trade | 20851 | 20465 | 20851 | 44519602 | 6519808 | 44519602 |
Largest Losing Trade | -2073027 | -45237 | -2073027 | -47417680 | -41937661 | -47417680 |
Avg Bars in Trades | 35 | 14 | 55 | 35 | 14 | 55 |
Avg Bars in Winners | 13 | 5 | 19 | 31 | 11 | 48 |
Avg Bars in Losers | 112 | 34 | 293 | 38 | 16 | 63 |
Bars Traded | 6974 | 1448 | 5526 | 6974 | 1448 | 5526 |
Profit Streak | 81.8704 | 81.8704 | 99.8704 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575112 | -519903 | -574797 | -579056 | -583736 | 460812 |
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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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