Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3259359.9581 | -17744.4663 | -3241615.4918 | 900582.0702 | 48842238.9442 | -47941656.874 |
Total P&L (%) | -3259.36 | -17.7445 | -3241.6155 | 900.5821 | 48842.2389 | -47941.6569 |
Avg Daily Profit (%) | -1.783 | -0.0097 | -1.7733 | 0.1261 | 0.3394 | 0 |
Buy And Hold Return (%) | 7884.0183 | 7884.0183 | 7884.0183 | 7884.0183 | 7884.0183 | 7884.0183 |
Max Trade Drawdown | -3331944 | -130133 | -3285557 | -112426218 | -35122438 | -112291295 |
Profit Factor | 0.2298 | 0.9565 | 0.1523 | 1.0036 | 1.614 | 0.7241 |
Total Trades | 257 | 128 | 129 | 257 | 128 | 129 |
Winning Trades | 157 | 70 | 87 | 131 | 69 | 62 |
Losing Trades | 100 | 58 | 42 | 126 | 59 | 67 |
Profitability (%) | 61.0895 | 54.6875 | 67.4419 | 50.9728 | 53.9063 | 48.062 |
Ratio Avg Win / Avg Loss | 0.1463 | 0.7925 | 0.0735 | 0.9653 | 1.3801 | 0.7825 |
Largest Winning Trade | 31653 | 26380 | 31653 | 62487241 | 52905236 | 62487241 |
Largest Losing Trade | -1792809 | -56025 | -1792809 | -26243068 | -13169708 | -26243068 |
Avg Bars in Trades | 84 | 50 | 117 | 84 | 50 | 117 |
Avg Bars in Winners | 43 | 29 | 55 | 75 | 48 | 106 |
Avg Bars in Losers | 147 | 75 | 247 | 92 | 52 | 127 |
Bars Traded | 21609 | 6431 | 15178 | 21609 | 6431 | 15178 |
Profit Streak | 271.3392 | 0 | 285.4226 | 271.3392 | 0 | 285.4226 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577406 | -580384 | -577760 | -406293 | 393419 | -580775 |
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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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