Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2886143.216 | 165920.6888 | -3052063.9048 | -1175533.2355 | 16190380.3486 | -17365913.5842 |
Total P&L (%) | -2886.1432 | 165.9207 | -3052.0639 | -1175.5332 | 16190.3803 | -17365.9136 |
Avg Daily Profit (%) | -1.4129 | 0.0812 | -1.4942 | 0 | 0.2496 | 0 |
Buy And Hold Return (%) | 2287.0307 | 2287.0307 | 2287.0307 | 2287.0307 | 2287.0307 | 2287.0307 |
Max Trade Drawdown | -3174535 | -153301 | -3250827 | -64652265 | -9332331 | -63857330 |
Profit Factor | 0.3872 | 1.2641 | 0.2522 | 0.991 | 1.5908 | 0.8329 |
Total Trades | 367 | 183 | 184 | 367 | 183 | 184 |
Winning Trades | 185 | 78 | 107 | 189 | 94 | 95 |
Losing Trades | 182 | 105 | 77 | 178 | 89 | 89 |
Profitability (%) | 50.4087 | 42.623 | 58.1522 | 51.4986 | 51.3661 | 51.6304 |
Ratio Avg Win / Avg Loss | 0.3809 | 1.7017 | 0.1815 | 0.9334 | 1.5062 | 0.7803 |
Largest Winning Trade | 60762 | 60762 | 37154 | 26671106 | 4158930 | 26671106 |
Largest Losing Trade | -2396581 | -40760 | -2396581 | -63777128 | -4197128 | -63777128 |
Avg Bars in Trades | 33 | 19 | 47 | 33 | 19 | 47 |
Avg Bars in Winners | 26 | 18 | 32 | 34 | 22 | 46 |
Avg Bars in Losers | 40 | 20 | 67 | 31 | 15 | 47 |
Bars Traded | 12173 | 3516 | 8657 | 12173 | 3516 | 8657 |
Profit Streak | 265.0033 | 0 | 280.3366 | 0 | 276.3366 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578217 | -251494 | -578344 | -578665 | 463706 | -580158 |
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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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