Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6175987.6904 | 127634.3383 | -6303622.0287 | -24843842.2381 | 32321966.0331 | -57165808.2712 |
Total P&L (%) | -6175.9877 | 127.6343 | -6303.622 | -24843.8422 | 32321.966 | -57165.8083 |
Avg Daily Profit (%) | -3.1454 | 0.065 | -3.2104 | 0 | 0.2949 | 0 |
Buy And Hold Return (%) | 1536.05 | 1536.05 | 1536.05 | 1536.05 | 1536.05 | 1536.05 |
Max Trade Drawdown | -6432122 | -78142 | -6427421 | -137284240 | -68715911 | -99546958 |
Profit Factor | 0.102 | 1.5417 | 0.0509 | 0.9227 | 1.2339 | 0.6876 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 185 | 94 | 91 | 107 | 56 | 51 |
Losing Trades | 39 | 18 | 21 | 117 | 56 | 61 |
Profitability (%) | 82.5893 | 83.9286 | 81.25 | 47.7679 | 50 | 45.5357 |
Ratio Avg Win / Avg Loss | 0.0215 | 0.2952 | 0.0117 | 1.0089 | 1.2339 | 0.8225 |
Largest Winning Trade | 20981 | 20981 | 15594 | 75815790 | 75815790 | 36618619 |
Largest Losing Trade | -6422877 | -55544 | -6422877 | -50593923 | -8795095 | -50593923 |
Avg Bars in Trades | 33 | 35 | 32 | 33 | 35 | 32 |
Avg Bars in Winners | 11 | 10 | 11 | 42 | 50 | 33 |
Avg Bars in Losers | 139 | 162 | 120 | 25 | 19 | 30 |
Bars Traded | 7555 | 3933 | 3622 | 7555 | 3933 | 3622 |
Profit Streak | 416.2893 | 0 | 571.7893 | 0 | 559.7893 | 0 |
Trades During Streak | 1 | 0 | 5 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574879 | -267726 | -575378 | -578807 | 318805 | -582770 |
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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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