Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3822245.5471 | -28295.6528 | -3793949.8943 | 1560363.5968 | -38563227.8558 | 40123591.4526 |
Total P&L (%) | -3822.2455 | -28.2957 | -3793.9499 | 1560.3636 | -38563.2279 | 40123.5915 |
Avg Daily Profit (%) | -2.0619 | -0.0153 | -2.0466 | 0.1517 | 0 | 0.324 |
Buy And Hold Return (%) | 6213.2582 | 6213.2582 | 6213.2582 | 6213.2582 | 6213.2582 | 6213.2582 |
Max Trade Drawdown | -4011456 | -110768 | -3919055 | -84427163 | -43337368 | -69329500 |
Profit Factor | 0.164 | 0.834 | 0.1381 | 1.0068 | 0.2741 | 1.2276 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 124 | 53 | 71 | 112 | 51 | 61 |
Losing Trades | 63 | 41 | 22 | 75 | 43 | 32 |
Profitability (%) | 66.3102 | 56.383 | 76.3441 | 59.893 | 54.2553 | 65.5914 |
Ratio Avg Win / Avg Loss | 0.0833 | 0.6452 | 0.0428 | 0.6742 | 0.2311 | 0.644 |
Largest Winning Trade | 27185 | 20554 | 27185 | 98044091 | 3222257 | 98044091 |
Largest Losing Trade | -3027824 | -30860 | -3027824 | -68638522 | -16482137 | -68638522 |
Avg Bars in Trades | 38 | 3 | 73 | 38 | 3 | 73 |
Avg Bars in Winners | 17 | 2 | 28 | 28 | 3 | 50 |
Avg Bars in Losers | 79 | 5 | 217 | 52 | 4 | 116 |
Bars Traded | 7170 | 369 | 6802 | 7170 | 369 | 6802 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577684 | -579976 | -577391 | -370603 | -580251 | 313353 |
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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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