Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2592984.8506 | 22355.9955 | -2615340.846 | -8724817.6432 | -106765213.7404 | 98040396.0973 |
Total P&L (%) | -2592.9849 | 22.356 | -2615.3408 | -8724.8176 | -106765.2137 | 98040.3961 |
Avg Daily Profit (%) | -1.3967 | 0.012 | -1.4087 | 0 | 0 | 0.3718 |
Buy And Hold Return (%) | 8674.3083 | 8674.3083 | 8674.3083 | 8674.3083 | 8674.3083 | 8674.3083 |
Max Trade Drawdown | -2765268 | -107509 | -2737476 | -163727155 | -121639575 | -78880308 |
Profit Factor | 0.2207 | 1.0878 | 0.1489 | 0.9717 | 0.4162 | 1.781 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 162 | 75 | 87 | 111 | 53 | 58 |
Losing Trades | 46 | 29 | 17 | 97 | 51 | 46 |
Profitability (%) | 77.8846 | 72.1154 | 83.6538 | 53.3654 | 50.9615 | 55.7692 |
Ratio Avg Win / Avg Loss | 0.0627 | 0.4206 | 0.0291 | 0.8492 | 0.4005 | 1.4125 |
Largest Winning Trade | 20402 | 13135 | 20402 | 51665133 | 10808807 | 51665133 |
Largest Losing Trade | -1787765 | -58742 | -1787765 | -76907505 | -76907505 | -45295115 |
Avg Bars in Trades | 34 | 17 | 51 | 34 | 17 | 51 |
Avg Bars in Winners | 11 | 6 | 15 | 30 | 12 | 47 |
Avg Bars in Losers | 114 | 45 | 232 | 38 | 23 | 55 |
Bars Traded | 7158 | 1820 | 5337 | 7158 | 1820 | 5337 |
Profit Streak | 39.2341 | 93.9841 | 0 | 0 | 0 | 75.7341 |
Trades During Streak | 1 | 6 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575527 | -463478 | -576533 | -579252 | -580652 | 460829 |
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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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