Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2650900.4301 | -18992.1078 | -2631908.3223 | -2157854.4852 | -59801291.4969 | 57643437.0117 |
Total P&L (%) | -2650.9004 | -18.9921 | -2631.9083 | -2157.8545 | -59801.2915 | 57643.437 |
Avg Daily Profit (%) | -1.4184 | -0.0102 | -1.4082 | 0 | 0 | 0.3408 |
Buy And Hold Return (%) | 6488.0684 | 6488.0684 | 6488.0684 | 6488.0684 | 6488.0684 | 6488.0684 |
Max Trade Drawdown | -2753276 | -131049 | -2711734 | -66792876 | -66342596 | -33427737 |
Profit Factor | 0.188 | 0.9238 | 0.1272 | 0.9847 | 0.3328 | 2.1194 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 137 | 62 | 75 | 96 | 45 | 51 |
Losing Trades | 46 | 30 | 16 | 87 | 47 | 40 |
Profitability (%) | 74.8634 | 67.3913 | 82.4176 | 52.459 | 48.913 | 56.044 |
Ratio Avg Win / Avg Loss | 0.0631 | 0.447 | 0.0271 | 0.8924 | 0.3476 | 1.6623 |
Largest Winning Trade | 20277 | 12221 | 20277 | 38123465 | 2936963 | 38123465 |
Largest Losing Trade | -1787765 | -55369 | -1787765 | -30526062 | -30526062 | -17020899 |
Avg Bars in Trades | 38 | 20 | 57 | 38 | 20 | 57 |
Avg Bars in Winners | 12 | 7 | 17 | 35 | 15 | 52 |
Avg Bars in Losers | 116 | 48 | 243 | 43 | 26 | 63 |
Bars Traded | 7132 | 1926 | 5206 | 7132 | 1926 | 5206 |
Profit Streak | 51.346 | 106.346 | 0 | 0 | 0 | 88.096 |
Trades During Streak | 1 | 5 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576032 | -576845 | -576687 | -579500 | -581231 | 514895 |
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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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