Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2620784.582 | 27128.0417 | -2647912.6237 | 3089843.1849 | -91250857.67 | 94340700.855 |
Total P&L (%) | -2620.7846 | 27.128 | -2647.9126 | 3089.8432 | -91250.8577 | 94340.7009 |
Avg Daily Profit (%) | -1.4069 | 0.0146 | -1.4215 | 0.1861 | 0 | 0.3684 |
Buy And Hold Return (%) | 5919.1494 | 5919.1494 | 5919.1494 | 5919.1494 | 5919.1494 | 5919.1494 |
Max Trade Drawdown | -2807761 | -108004 | -2761519 | -129067825 | -97011496 | -74115309 |
Profit Factor | 0.2161 | 1.1231 | 0.1521 | 1.0129 | 0.3593 | 1.9643 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 141 | 63 | 78 | 133 | 62 | 71 |
Losing Trades | 46 | 31 | 15 | 54 | 32 | 22 |
Profitability (%) | 75.4011 | 67.0213 | 83.871 | 71.123 | 65.9574 | 76.3441 |
Ratio Avg Win / Avg Loss | 0.0705 | 0.5526 | 0.0293 | 0.4112 | 0.1854 | 0.6087 |
Largest Winning Trade | 26158 | 20554 | 26158 | 48202090 | 9703337 | 48202090 |
Largest Losing Trade | -1764357 | -49852 | -1764357 | -73486869 | -61257518 | -73486869 |
Avg Bars in Trades | 38 | 7 | 69 | 38 | 7 | 69 |
Avg Bars in Winners | 18 | 3 | 29 | 27 | 4 | 48 |
Avg Bars in Losers | 100 | 15 | 275 | 64 | 13 | 137 |
Bars Traded | 7172 | 726 | 6446 | 7172 | 726 | 6446 |
Profit Streak | 45.045 | 165.545 | 0 | 45.045 | 165.545 | 0 |
Trades During Streak | 1 | 8 | 0 | 1 | 8 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575950 | -421995 | -576540 | -361633 | -576959 | 497442 |
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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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