Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2918075.0903 | 50011.4627 | -2968086.553 | -7365845.0208 | -117777802.9478 | 110411957.927 |
Total P&L (%) | -2918.0751 | 50.0115 | -2968.0866 | -7365.845 | -117777.8029 | 110411.9579 |
Avg Daily Profit (%) | -1.5731 | 0.027 | -1.6 | 0 | 0 | 0.3785 |
Buy And Hold Return (%) | 6785.4153 | 6785.4153 | 6785.4153 | 6785.4153 | 6785.4153 | 6785.4153 |
Max Trade Drawdown | -3114373 | -99071 | -3101196 | -179259861 | -128634232 | -85831177 |
Profit Factor | 0.201 | 1.2398 | 0.1381 | 0.9768 | 0.3942 | 1.8999 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 149 | 70 | 79 | 102 | 47 | 55 |
Losing Trades | 36 | 23 | 13 | 83 | 46 | 37 |
Profitability (%) | 80.5405 | 75.2688 | 85.8696 | 55.1351 | 50.5376 | 59.7826 |
Ratio Avg Win / Avg Loss | 0.0486 | 0.4074 | 0.0227 | 0.7948 | 0.3858 | 1.2781 |
Largest Winning Trade | 36450 | 15670 | 36450 | 53768643 | 14995075 | 53768643 |
Largest Losing Trade | -2158933 | -52597 | -2158933 | -86466998 | -86466998 | -66182271 |
Avg Bars in Trades | 37 | 11 | 64 | 37 | 11 | 64 |
Avg Bars in Winners | 15 | 5 | 23 | 29 | 7 | 47 |
Avg Bars in Losers | 130 | 27 | 312 | 48 | 14 | 89 |
Bars Traded | 6966 | 1035 | 5931 | 6966 | 1035 | 5931 |
Profit Streak | 95.2686 | 180.5186 | 95.2686 | 0 | 0 | 0 |
Trades During Streak | 9 | 9 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574263 | -319542 | -574949 | -579143 | -580736 | 468680 |
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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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