Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2619650.4128 | 114652.9303 | -2734303.3431 | -133879.0873 | 116989794.1093 | -117123673.1966 |
Total P&L (%) | -2619.6504 | 114.6529 | -2734.3033 | -133.8791 | 116989.7941 | -117123.6732 |
Avg Daily Profit (%) | -1.2825 | 0.0561 | -1.3386 | 0 | 0.3465 | 0 |
Buy And Hold Return (%) | 3172.8124 | 3172.8124 | 3172.8124 | 3172.8124 | 3172.8124 | 3172.8124 |
Max Trade Drawdown | -2822758 | -108053 | -2862759 | -304959809 | -93079289 | -212923526 |
Profit Factor | 0.3584 | 1.1969 | 0.2189 | 0.9997 | 1.6721 | 0.6546 |
Total Trades | 303 | 151 | 152 | 303 | 151 | 152 |
Winning Trades | 159 | 72 | 87 | 155 | 79 | 76 |
Losing Trades | 144 | 79 | 65 | 148 | 72 | 76 |
Profitability (%) | 52.4752 | 47.6821 | 57.2368 | 51.1551 | 52.3179 | 50 |
Ratio Avg Win / Avg Loss | 0.3246 | 1.3132 | 0.1635 | 0.9546 | 1.524 | 0.6546 |
Largest Winning Trade | 57121 | 57121 | 52033 | 132953818 | 132953818 | 66858007 |
Largest Losing Trade | -1685047 | -78074 | -1685047 | -130585996 | -34526940 | -130585996 |
Avg Bars in Trades | 39 | 31 | 47 | 39 | 31 | 47 |
Avg Bars in Winners | 28 | 24 | 32 | 40 | 35 | 46 |
Avg Bars in Losers | 51 | 37 | 67 | 38 | 27 | 48 |
Bars Traded | 11970 | 4755 | 7215 | 11970 | 4755 | 7215 |
Profit Streak | 277.7364 | 0 | 294.2364 | 0 | 337.5697 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578283 | -288394 | -578630 | -579043 | 502526 | -580537 |
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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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