Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3515809.9121 | 24769.3298 | -3540579.2419 | 9709051.2369 | 303237261.9227 | -293528210.6857 |
Total P&L (%) | -3515.8099 | 24.7693 | -3540.5792 | 9709.0512 | 303237.2619 | -293528.2107 |
Avg Daily Profit (%) | -1.9233 | 0.0136 | -1.9369 | 0.2512 | 0.4396 | 0 |
Buy And Hold Return (%) | 6929.1457 | 6929.1457 | 6929.1457 | 6929.1457 | 6929.1457 | 6929.1457 |
Max Trade Drawdown | -3627144 | -118610 | -3647527 | -652518763 | -168416361 | -715147434 |
Profit Factor | 0.2245 | 1.0776 | 0.1599 | 1.0065 | 1.8929 | 0.7462 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 110 | 51 | 59 | 96 | 51 | 45 |
Losing Trades | 71 | 40 | 31 | 85 | 40 | 45 |
Profitability (%) | 60.7735 | 56.044 | 65.5556 | 53.0387 | 56.044 | 50 |
Ratio Avg Win / Avg Loss | 0.1449 | 0.8452 | 0.084 | 0.8912 | 1.4846 | 0.7462 |
Largest Winning Trade | 58539 | 28128 | 58539 | 394599251 | 219554409 | 394599251 |
Largest Losing Trade | -2075699 | -53408 | -2075699 | -283180549 | -68922012 | -283180549 |
Avg Bars in Trades | 119 | 38 | 201 | 119 | 38 | 201 |
Avg Bars in Winners | 74 | 34 | 110 | 99 | 40 | 166 |
Avg Bars in Losers | 189 | 45 | 375 | 142 | 37 | 236 |
Bars Traded | 21686 | 3547 | 18138 | 21686 | 3547 | 18138 |
Profit Streak | 278.3068 | 278.3068 | 291.7234 | 278.3068 | 278.3068 | 291.7234 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577464 | -476238 | -577829 | -245233 | 490634 | -580123 |
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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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