Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2685530.41 | 61583.9538 | -2747114.3638 | -61416122.6609 | -104910234.9713 | 43494112.3104 |
Total P&L (%) | -2685.5304 | 61.584 | -2747.1144 | -61416.1227 | -104910.235 | 43494.1123 |
Avg Daily Profit (%) | -1.4256 | 0.0327 | -1.4583 | 0 | 0 | 0.3231 |
Buy And Hold Return (%) | 6707.9531 | 6707.9531 | 6707.9531 | 6707.9531 | 6707.9531 | 6707.9531 |
Max Trade Drawdown | -2807522 | -92157 | -2814224 | -202913651 | -122943395 | -116991806 |
Profit Factor | 0.1978 | 1.328 | 0.1306 | 0.8318 | 0.3566 | 1.2153 |
Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Winning Trades | 160 | 78 | 82 | 113 | 52 | 61 |
Losing Trades | 35 | 20 | 15 | 82 | 46 | 36 |
Profitability (%) | 82.0513 | 79.5918 | 84.5361 | 57.9487 | 53.0612 | 62.8866 |
Ratio Avg Win / Avg Loss | 0.0433 | 0.3405 | 0.0239 | 0.6036 | 0.3154 | 0.7172 |
Largest Winning Trade | 17416 | 12882 | 17416 | 52730481 | 4572888 | 52730481 |
Largest Losing Trade | -1754655 | -59262 | -1754655 | -68252315 | -51068901 | -68252315 |
Avg Bars in Trades | 55 | 17 | 95 | 55 | 17 | 95 |
Avg Bars in Winners | 20 | 6 | 33 | 46 | 9 | 77 |
Avg Bars in Losers | 217 | 56 | 432 | 69 | 25 | 124 |
Bars Traded | 10895 | 1676 | 9219 | 10895 | 1676 | 9219 |
Profit Streak | 12.3439 | 207.3439 | 0 | 0 | 0 | 108.3439 |
Trades During Streak | 1 | 12 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575050 | -310732 | -576465 | -578726 | -580396 | 308975 |
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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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