Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2551065.1224 | 72456.3764 | -2623521.4988 | -8639056.9888 | -158393054.3498 | 149753997.3611 |
Total P&L (%) | -2551.0651 | 72.4564 | -2623.5215 | -8639.057 | -158393.0544 | 149753.9974 |
Avg Daily Profit (%) | -1.3654 | 0.0388 | -1.4042 | 0 | 0 | 0.3921 |
Buy And Hold Return (%) | 6192.2854 | 6192.2854 | 6192.2854 | 6192.2854 | 6192.2854 | 6192.2854 |
Max Trade Drawdown | -2751395 | -81551 | -2753150 | -351544075 | -190094815 | -202928561 |
Profit Factor | 0.2408 | 1.3588 | 0.1693 | 0.9857 | 0.4673 | 1.4914 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 145 | 66 | 79 | 110 | 50 | 60 |
Losing Trades | 44 | 29 | 15 | 79 | 45 | 34 |
Profitability (%) | 76.7196 | 69.4737 | 84.0426 | 58.2011 | 52.6316 | 63.8298 |
Ratio Avg Win / Avg Loss | 0.0731 | 0.5971 | 0.0322 | 0.7079 | 0.4206 | 0.8452 |
Largest Winning Trade | 34453 | 34453 | 25972 | 58326215 | 32368451 | 58326215 |
Largest Losing Trade | -1806372 | -48546 | -1806372 | -155922515 | -154212923 | -155922515 |
Avg Bars in Trades | 28 | 7 | 49 | 28 | 7 | 49 |
Avg Bars in Winners | 13 | 4 | 21 | 26 | 5 | 43 |
Avg Bars in Losers | 77 | 16 | 195 | 31 | 10 | 59 |
Bars Traded | 5381 | 755 | 4626 | 5381 | 755 | 4626 |
Profit Streak | 0 | 0 | 0 | 90.5836 | 90.5836 | 93.2503 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576046 | -305320 | -576521 | -577487 | -579901 | 417366 |
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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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