Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2646589.4047 | -27616.2758 | -2618973.1289 | -931364.6419 | -66425708.6305 | 65494343.9886 |
Total P&L (%) | -2646.5894 | -27.6163 | -2618.9731 | -931.3646 | -66425.7086 | 65494.344 |
Avg Daily Profit (%) | -1.4206 | -0.0148 | -1.4058 | 0 | 0 | 0.3488 |
Buy And Hold Return (%) | 5037.5276 | 5037.5276 | 5037.5276 | 5037.5276 | 5037.5276 | 5037.5276 |
Max Trade Drawdown | -2746499 | -123883 | -2690085 | -79203247 | -68459899 | -36922248 |
Profit Factor | 0.2311 | 0.915 | 0.1599 | 0.9951 | 0.4128 | 1.8392 |
Total Trades | 245 | 123 | 122 | 245 | 123 | 122 |
Winning Trades | 165 | 77 | 88 | 134 | 63 | 71 |
Losing Trades | 80 | 46 | 34 | 111 | 60 | 51 |
Profitability (%) | 67.3469 | 62.6016 | 72.1311 | 54.6939 | 51.2195 | 58.1967 |
Ratio Avg Win / Avg Loss | 0.1121 | 0.5466 | 0.0618 | 0.8243 | 0.3931 | 1.3211 |
Largest Winning Trade | 19365 | 16545 | 19365 | 47542261 | 4614471 | 47542261 |
Largest Losing Trade | -1757201 | -54764 | -1757201 | -35476836 | -35476836 | -26321518 |
Avg Bars in Trades | 87 | 26 | 149 | 87 | 26 | 149 |
Avg Bars in Winners | 35 | 15 | 52 | 76 | 19 | 126 |
Avg Bars in Losers | 196 | 44 | 403 | 101 | 32 | 182 |
Bars Traded | 21507 | 3217 | 18290 | 21507 | 3217 | 18290 |
Profit Streak | 0 | 0 | 0 | 82.2627 | 82.2627 | 88.3461 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577247 | -579094 | -577861 | -577925 | -580011 | 485300 |
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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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