Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3444487.03 | -25697.656 | -3418789.374 | 1344464.3959 | -70311410.6292 | 71655875.0251 |
Total P&L (%) | -3444.487 | -25.6977 | -3418.7894 | 1344.4644 | -70311.4106 | 71655.875 |
Avg Daily Profit (%) | -1.8512 | -0.0138 | -1.8374 | 0.1436 | 0 | 0.354 |
Buy And Hold Return (%) | 5078.2516 | 5078.2516 | 5078.2516 | 5078.2516 | 5078.2516 | 5078.2516 |
Max Trade Drawdown | -3582491 | -112769 | -3515979 | -105285739 | -81156854 | -69274226 |
Profit Factor | 0.1788 | 0.9018 | 0.1307 | 1.0061 | 0.4094 | 1.7146 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 139 | 62 | 77 | 125 | 59 | 66 |
Losing Trades | 46 | 31 | 15 | 60 | 34 | 26 |
Profitability (%) | 75.1351 | 66.6667 | 83.6957 | 67.5676 | 63.4409 | 71.7391 |
Ratio Avg Win / Avg Loss | 0.0592 | 0.4509 | 0.0255 | 0.4829 | 0.2359 | 0.6755 |
Largest Winning Trade | 30866 | 30866 | 23321 | 45144620 | 16024244 | 45144620 |
Largest Losing Trade | -2467506 | -50586 | -2467506 | -68616642 | -49329463 | -68616642 |
Avg Bars in Trades | 28 | 5 | 51 | 28 | 5 | 51 |
Avg Bars in Winners | 13 | 3 | 21 | 21 | 4 | 36 |
Avg Bars in Losers | 74 | 9 | 208 | 43 | 7 | 90 |
Bars Traded | 5256 | 498 | 4757 | 5256 | 498 | 4757 |
Profit Streak | 100.2902 | 100.2902 | 107.6235 | 100.2902 | 100.2902 | 107.6235 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575314 | -577807 | -575206 | -377646 | -578225 | 502828 |
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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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