Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2787688.5222 | -7709.7752 | -2779978.7469 | -5529698.5994 | -93271574.5682 | 87741875.9688 |
Total P&L (%) | -2787.6885 | -7.7098 | -2779.9787 | -5529.6986 | -93271.5746 | 87741.876 |
Avg Daily Profit (%) | -1.5032 | -0.0042 | -1.499 | 0 | 0 | 0.3662 |
Buy And Hold Return (%) | 6819.6486 | 6819.6486 | 6819.6486 | 6819.6486 | 6819.6486 | 6819.6486 |
Max Trade Drawdown | -2931677 | -143189 | -2873478 | -143988162 | -112842849 | -56014259 |
Profit Factor | 0.1941 | 0.9746 | 0.119 | 0.9769 | 0.3723 | 1.9621 |
Total Trades | 237 | 119 | 118 | 237 | 119 | 118 |
Winning Trades | 188 | 87 | 101 | 141 | 67 | 74 |
Losing Trades | 49 | 32 | 17 | 96 | 52 | 44 |
Profitability (%) | 79.3249 | 73.1092 | 85.5932 | 59.4937 | 56.3025 | 62.7119 |
Ratio Avg Win / Avg Loss | 0.0506 | 0.3585 | 0.02 | 0.6652 | 0.2889 | 1.1666 |
Largest Winning Trade | 20108 | 11650 | 20108 | 75824670 | 6661838 | 75824670 |
Largest Losing Trade | -1958932 | -60587 | -1958932 | -47477906 | -47477906 | -43965034 |
Avg Bars in Trades | 30 | 23 | 36 | 30 | 23 | 36 |
Avg Bars in Winners | 9 | 6 | 11 | 24 | 15 | 32 |
Avg Bars in Losers | 110 | 68 | 190 | 38 | 33 | 44 |
Bars Traded | 7143 | 2783 | 4360 | 7143 | 2783 | 4360 |
Profit Streak | 37.9246 | 72.4246 | 37.9246 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574303 | -576498 | -575762 | -578307 | -579921 | 485318 |
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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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