Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2724874.4388 | 247818.6642 | -2972693.103 | -1447255.4343 | 51139541.6548 | -52586797.0891 |
Total P&L (%) | -2724.8744 | 247.8187 | -2972.6931 | -1447.2554 | 51139.5417 | -52586.7971 |
Avg Daily Profit (%) | -1.334 | 0.1213 | -1.4553 | 0 | 0.3059 | 0 |
Buy And Hold Return (%) | 2545.2345 | 2545.2345 | 2545.2345 | 2545.2345 | 2545.2345 | 2545.2345 |
Max Trade Drawdown | -3007765 | -151997 | -3166589 | -237249152 | -13984392 | -230981273 |
Profit Factor | 0.4237 | 1.4519 | 0.2888 | 0.9958 | 2.0856 | 0.8243 |
Total Trades | 409 | 204 | 205 | 409 | 204 | 205 |
Winning Trades | 208 | 91 | 117 | 216 | 104 | 112 |
Losing Trades | 201 | 113 | 88 | 193 | 100 | 93 |
Profitability (%) | 50.8557 | 44.6078 | 57.0732 | 52.8117 | 50.9804 | 54.6341 |
Ratio Avg Win / Avg Loss | 0.4094 | 1.8029 | 0.2172 | 0.8898 | 2.0054 | 0.6844 |
Largest Winning Trade | 79857 | 79857 | 62734 | 96307878 | 19881722 | 96307878 |
Largest Losing Trade | -2326614 | -42432 | -2326614 | -227426303 | -7718406 | -227426303 |
Avg Bars in Trades | 29 | 12 | 47 | 29 | 12 | 47 |
Avg Bars in Winners | 27 | 14 | 36 | 31 | 13 | 47 |
Avg Bars in Losers | 32 | 10 | 60 | 28 | 11 | 46 |
Bars Traded | 12190 | 2555 | 9635 | 12190 | 2555 | 9635 |
Profit Streak | 276.5447 | 276.5447 | 277.0447 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576901 | -195417 | -578374 | -577997 | 497723 | -579659 |
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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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