Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3682693.4196 | -88174.2887 | -3594519.1309 | 212672.3099 | 40375973.6313 | -40163301.3213 |
Total P&L (%) | -3682.6934 | -88.1743 | -3594.5191 | 212.6723 | 40375.9736 | -40163.3013 |
Avg Daily Profit (%) | -2.0146 | -0.0482 | -1.9664 | 0.0624 | 0.3289 | 0 |
Buy And Hold Return (%) | 7155.1867 | 7155.1867 | 7155.1867 | 7155.1867 | 7155.1867 | 7155.1867 |
Max Trade Drawdown | -3756010 | -116780 | -3666975 | -59607777 | -10241122 | -89596341 |
Profit Factor | 0.2212 | 0.7955 | 0.1635 | 1.0011 | 2.0924 | 0.7289 |
Total Trades | 455 | 228 | 227 | 455 | 228 | 227 |
Winning Trades | 364 | 164 | 200 | 236 | 117 | 119 |
Losing Trades | 91 | 64 | 27 | 219 | 111 | 108 |
Profitability (%) | 80 | 71.9298 | 88.1057 | 51.8681 | 51.3158 | 52.4229 |
Ratio Avg Win / Avg Loss | 0.0553 | 0.3104 | 0.0221 | 0.929 | 1.9851 | 0.6615 |
Largest Winning Trade | 12798 | 12798 | 11952 | 43200218 | 23640755 | 43200218 |
Largest Losing Trade | -1893514 | -53006 | -1893514 | -47017669 | -2356362 | -47017669 |
Avg Bars in Trades | 47 | 17 | 78 | 47 | 17 | 78 |
Avg Bars in Winners | 17 | 5 | 26 | 40 | 15 | 65 |
Avg Bars in Losers | 169 | 46 | 461 | 55 | 19 | 92 |
Bars Traded | 21684 | 3929 | 17755 | 21684 | 3929 | 17755 |
Profit Streak | 271.0167 | 271.0167 | 292.7667 | 271.0167 | 271.0167 | 292.7667 |
Trades During Streak | 2 | 1 | 12 | 2 | 1 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573541 | -576430 | -573661 | -492748 | 499988 | -578301 |
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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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