Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3067237.3237 | -65384.4832 | -3001852.8405 | -93781.1319 | 142413434.6602 | -142507215.7921 |
Total P&L (%) | -3067.2373 | -65.3845 | -3001.8528 | -93.7811 | 142413.4347 | -142507.2158 |
Avg Daily Profit (%) | -1.5016 | -0.032 | -1.4696 | -0.1359 | 0.3561 | 0 |
Buy And Hold Return (%) | 3192.8437 | 3192.8437 | 3192.8437 | 3192.8437 | 3192.8437 | 3192.8437 |
Max Trade Drawdown | -3272716 | -160636 | -3150918 | -212978942 | -53986178 | -182242545 |
Profit Factor | 0.2142 | 0.8512 | 0.1333 | 0.9997 | 2.8268 | 0.319 |
Total Trades | 259 | 129 | 130 | 259 | 129 | 130 |
Winning Trades | 196 | 89 | 107 | 124 | 61 | 63 |
Losing Trades | 63 | 40 | 23 | 135 | 68 | 67 |
Profitability (%) | 75.6757 | 68.9922 | 82.3077 | 47.8764 | 47.2868 | 48.4615 |
Ratio Avg Win / Avg Loss | 0.0688 | 0.3826 | 0.0287 | 1.0884 | 3.1512 | 0.3393 |
Largest Winning Trade | 16770 | 16770 | 13715 | 139770066 | 139770066 | 27151784 |
Largest Losing Trade | -1663482 | -78977 | -1663482 | -94400194 | -13234413 | -94400194 |
Avg Bars in Trades | 45 | 38 | 53 | 45 | 38 | 53 |
Avg Bars in Winners | 13 | 10 | 15 | 52 | 47 | 56 |
Avg Bars in Losers | 148 | 100 | 231 | 40 | 29 | 50 |
Bars Traded | 11897 | 4946 | 6951 | 11897 | 4946 | 6951 |
Profit Streak | 288.1703 | 410.8369 | 288.1703 | 288.1703 | 410.8369 | 288.1703 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574724 | -577150 | -575627 | -577212 | 535613 | -580617 |
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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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