Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2338618.577 | 59493.6653 | -2398112.2422 | -4903936.39 | -76508410.6019 | 71604474.2119 |
Total P&L (%) | -2338.6186 | 59.4937 | -2398.1122 | -4903.9364 | -76508.4106 | 71604.4742 |
Avg Daily Profit (%) | -1.2557 | 0.0319 | -1.2877 | 0 | 0 | 0.3537 |
Buy And Hold Return (%) | 5945.2939 | 5945.2939 | 5945.2939 | 5945.2939 | 5945.2939 | 5945.2939 |
Max Trade Drawdown | -2559684 | -113371 | -2538987 | -118800614 | -94703163 | -82247100 |
Profit Factor | 0.2842 | 1.2075 | 0.1954 | 0.9836 | 0.4785 | 1.4705 |
Total Trades | 279 | 140 | 139 | 279 | 140 | 139 |
Winning Trades | 178 | 82 | 96 | 139 | 61 | 78 |
Losing Trades | 101 | 58 | 43 | 140 | 79 | 61 |
Profitability (%) | 63.7993 | 58.5714 | 69.0647 | 49.8208 | 43.5714 | 56.1151 |
Ratio Avg Win / Avg Loss | 0.1613 | 0.8541 | 0.0875 | 0.9907 | 0.6197 | 1.15 |
Largest Winning Trade | 39748 | 39748 | 26963 | 38066570 | 8522495 | 38066570 |
Largest Losing Trade | -1541840 | -36485 | -1541840 | -63328795 | -37682515 | -63328795 |
Avg Bars in Trades | 19 | 6 | 32 | 19 | 6 | 32 |
Avg Bars in Winners | 9 | 4 | 14 | 19 | 4 | 30 |
Avg Bars in Losers | 36 | 8 | 72 | 19 | 7 | 35 |
Bars Traded | 5381 | 852 | 4529 | 5381 | 852 | 4529 |
Profit Streak | 45.1051 | 100.7717 | 0 | 0 | 0 | 87.1051 |
Trades During Streak | 1 | 5 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576696 | -315496 | -578492 | -579110 | -583183 | 419113 |
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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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