Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -4379152.525 | -111393.9232 | -4267758.6018 | 85611.4716 | -34749335.5674 | 34834947.0391 |
Total P&L (%) | -4379.1525 | -111.3939 | -4267.7586 | 85.6115 | -34749.3356 | 34834.947 |
Avg Daily Profit (%) | -2.359 | -0.06 | -2.299 | 0.0333 | 0 | 0.316 |
Buy And Hold Return (%) | 4793.7745 | 4793.7745 | 4793.7745 | 4793.7745 | 4793.7745 | 4793.7745 |
Max Trade Drawdown | -4515506 | -172296 | -4369609 | -46709457 | -40267579 | -29006257 |
Profit Factor | 0.1319 | 0.6086 | 0.1034 | 1.0009 | 0.2821 | 1.7808 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 126 | 54 | 72 | 116 | 54 | 62 |
Losing Trades | 59 | 39 | 20 | 69 | 39 | 30 |
Profitability (%) | 68.1081 | 58.0645 | 78.2609 | 62.7027 | 58.0645 | 67.3913 |
Ratio Avg Win / Avg Loss | 0.0618 | 0.4395 | 0.0287 | 0.5954 | 0.2037 | 0.8617 |
Largest Winning Trade | 21878 | 12724 | 21878 | 22717378 | 1315802 | 22717378 |
Largest Losing Trade | -3299948 | -40725 | -3299948 | -28886773 | -18000398 | -28886773 |
Avg Bars in Trades | 28 | 6 | 51 | 28 | 6 | 51 |
Avg Bars in Winners | 13 | 3 | 21 | 22 | 4 | 37 |
Avg Bars in Losers | 59 | 9 | 157 | 38 | 8 | 78 |
Bars Traded | 5256 | 562 | 4694 | 5256 | 562 | 4694 |
Profit Streak | 95.5305 | 95.5305 | 103.1972 | 95.5305 | 95.5305 | 103.1972 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576225 | -579201 | -576187 | -531483 | -579201 | 461166 |
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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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