Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2735058.7776 | -18698.0999 | -2716360.6777 | -2770460.3563 | -76028861.6518 | 73258401.2955 |
Total P&L (%) | -2735.0588 | -18.6981 | -2716.3607 | -2770.4604 | -76028.8617 | 73258.4013 |
Avg Daily Profit (%) | -1.4646 | -0.01 | -1.4545 | 0 | 0 | 0.3539 |
Buy And Hold Return (%) | 9627.2214 | 9627.2214 | 9627.2214 | 9627.2214 | 9627.2214 | 9627.2214 |
Max Trade Drawdown | -2860805 | -131723 | -2818480 | -97911532 | -94317491 | -33436673 |
Profit Factor | 0.187 | 0.9306 | 0.1223 | 0.9842 | 0.3604 | 2.299 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 124 | 56 | 68 | 99 | 48 | 51 |
Losing Trades | 52 | 32 | 20 | 77 | 40 | 37 |
Profitability (%) | 70.4545 | 63.6364 | 77.2727 | 56.25 | 54.5455 | 57.9545 |
Ratio Avg Win / Avg Loss | 0.0784 | 0.5318 | 0.036 | 0.7655 | 0.3003 | 1.6679 |
Largest Winning Trade | 28357 | 18746 | 28357 | 44936540 | 4452014 | 44936540 |
Largest Losing Trade | -1878778 | -61979 | -1878778 | -48906766 | -48906766 | -18284133 |
Avg Bars in Trades | 20 | 13 | 27 | 20 | 13 | 27 |
Avg Bars in Winners | 7 | 6 | 8 | 16 | 8 | 23 |
Avg Bars in Losers | 51 | 25 | 93 | 25 | 18 | 33 |
Bars Traded | 3584 | 1145 | 2439 | 3584 | 1145 | 2439 |
Profit Streak | 50.6931 | 89.1931 | 50.6931 | 0 | 0 | 0 |
Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575512 | -577412 | -576441 | -578768 | -580229 | 529945 |
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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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