Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3260875.8297 | 6676.079 | -3267551.9087 | -680523.2648 | 338132523.6092 | -338813046.874 |
Total P&L (%) | -3260.8758 | 6.6761 | -3267.5519 | -680.5233 | 338132.5236 | -338813.0469 |
Avg Daily Profit (%) | -1.5957 | 0.0033 | -1.599 | 0 | 0.3985 | 0 |
Buy And Hold Return (%) | 3246.4115 | 3246.4115 | 3246.4115 | 3246.4115 | 3246.4115 | 3246.4115 |
Max Trade Drawdown | -3450460 | -162237 | -3394724 | -567416084 | -177005765 | -426799033 |
Profit Factor | 0.2403 | 1.0124 | 0.1299 | 0.9991 | 2.3682 | 0.3144 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 96 | 46 | 50 | 88 | 42 | 46 |
Losing Trades | 79 | 41 | 38 | 87 | 45 | 42 |
Profitability (%) | 54.8571 | 52.8736 | 56.8182 | 50.2857 | 48.2759 | 52.2727 |
Ratio Avg Win / Avg Loss | 0.1978 | 0.9024 | 0.0987 | 0.9877 | 2.5374 | 0.2871 |
Largest Winning Trade | 89849 | 89849 | 57636 | 236739705 | 236739705 | 26625140 |
Largest Losing Trade | -1344626 | -75529 | -1344626 | -241704806 | -84119021 | -241704806 |
Avg Bars in Trades | 22 | 21 | 23 | 22 | 21 | 23 |
Avg Bars in Winners | 15 | 15 | 15 | 23 | 25 | 21 |
Avg Bars in Losers | 31 | 28 | 34 | 21 | 18 | 25 |
Bars Traded | 3966 | 1902 | 2063 | 3966 | 1902 | 2063 |
Profit Streak | 315.8 | 319.8 | 315.8 | 0 | 0 | 0 |
Trades During Streak | 2 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577987 | -561454 | -579347 | -579546 | 487099 | -580524 |
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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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