Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2152732.7171 | -95899.2965 | -2056833.4206 | 5328218.6145 | 26954103.0015 | -21625884.387 |
Total P&L (%) | -2152.7327 | -95.8993 | -2056.8334 | 5328.2186 | 26954.103 | -21625.8844 |
Avg Daily Profit (%) | -1.1422 | -0.0509 | -1.0913 | 0.2121 | 0.2976 | 0 |
Buy And Hold Return (%) | 211.746 | 211.746 | 211.746 | 211.746 | 211.746 | 211.746 |
Max Trade Drawdown | -2316217 | -164846 | -2186817 | -37903951 | -2906866 | -47343603 |
Profit Factor | 0.2729 | 0.6914 | 0.2239 | 1.0588 | 2.7415 | 0.7123 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 140 | 58 | 82 | 94 | 56 | 38 |
Losing Trades | 72 | 48 | 24 | 118 | 50 | 68 |
Profitability (%) | 66.0377 | 54.717 | 77.3585 | 44.3396 | 52.8302 | 35.8491 |
Ratio Avg Win / Avg Loss | 0.1404 | 0.5722 | 0.0655 | 1.3291 | 2.4478 | 1.2746 |
Largest Winning Trade | 29154 | 11707 | 29154 | 15126841 | 8062269 | 15126841 |
Largest Losing Trade | -1319273 | -24584 | -1319273 | -20837113 | -2344107 | -20837113 |
Avg Bars in Trades | 35 | 8 | 61 | 35 | 8 | 61 |
Avg Bars in Winners | 20 | 4 | 31 | 37 | 11 | 74 |
Avg Bars in Losers | 64 | 13 | 165 | 33 | 5 | 54 |
Bars Traded | 7443 | 901 | 6542 | 7443 | 901 | 6542 |
Profit Streak | 15.1833 | 0 | 47.1833 | 15.1833 | 0 | 47.1833 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577004 | -580160 | -576236 | -148232 | 521127 | -583897 |
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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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