Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2038711.6202 | 195616.9249 | -2234328.5451 | 594680.6447 | 101841325.2309 | -101246644.5863 |
Total P&L (%) | -2038.7116 | 195.6169 | -2234.3285 | 594.6806 | 101841.3252 | -101246.6446 |
Avg Daily Profit (%) | -0.9978 | 0.0957 | -1.0935 | 0.0949 | 0.3396 | 0 |
Buy And Hold Return (%) | 3043.3708 | 3043.3708 | 3043.3708 | 3043.3708 | 3043.3708 | 3043.3708 |
Max Trade Drawdown | -2182287 | -124452 | -2306486 | -170804683 | -45832654 | -192156632 |
Profit Factor | 0.3704 | 1.4144 | 0.1922 | 1.0018 | 2.0885 | 0.5625 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 101 | 48 | 53 | 87 | 44 | 43 |
Losing Trades | 74 | 39 | 35 | 88 | 43 | 45 |
Profitability (%) | 57.7143 | 55.1724 | 60.2273 | 49.7143 | 50.5747 | 48.8636 |
Ratio Avg Win / Avg Loss | 0.2714 | 1.1492 | 0.127 | 1.0133 | 2.041 | 0.5886 |
Largest Winning Trade | 89599 | 89599 | 57511 | 118273048 | 118273048 | 83414836 |
Largest Losing Trade | -1324061 | -76915 | -1324061 | -104292637 | -22614409 | -104292637 |
Avg Bars in Trades | 44 | 48 | 40 | 44 | 48 | 40 |
Avg Bars in Winners | 23 | 29 | 17 | 37 | 47 | 27 |
Avg Bars in Losers | 73 | 72 | 74 | 51 | 49 | 53 |
Bars Traded | 7789 | 4222 | 3567 | 7789 | 4222 | 3567 |
Profit Streak | 283.9245 | 0 | 288.9245 | 283.9245 | 0 | 288.9245 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578272 | -229801 | -579182 | -448743 | 466373 | -580950 |
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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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