Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2128873.3942 | 19455.3901 | -2148328.7843 | 11019139.2377 | 147070568.8401 | -136051429.6024 |
Total P&L (%) | -2128.8734 | 19.4554 | -2148.3288 | 11019.1392 | 147070.5688 | -136051.4296 |
Avg Daily Profit (%) | -1.1303 | 0.0103 | -1.1406 | 0.2504 | 0.388 | 0 |
Buy And Hold Return (%) | 358.1134 | 358.1134 | 358.1134 | 358.1134 | 358.1134 | 358.1134 |
Max Trade Drawdown | -2269809 | -88253 | -2259333 | -468893625 | -107152835 | -509537135 |
Profit Factor | 0.3544 | 1.0591 | 0.2763 | 1.0087 | 1.4445 | 0.8535 |
Total Trades | 340 | 170 | 170 | 340 | 170 | 170 |
Winning Trades | 205 | 91 | 114 | 165 | 90 | 75 |
Losing Trades | 135 | 79 | 56 | 175 | 80 | 95 |
Profitability (%) | 60.2941 | 53.5294 | 67.0588 | 48.5294 | 52.9412 | 44.1176 |
Ratio Avg Win / Avg Loss | 0.2334 | 0.9194 | 0.1357 | 1.0699 | 1.284 | 1.0811 |
Largest Winning Trade | 43684 | 38418 | 43684 | 288424275 | 39439190 | 288424275 |
Largest Losing Trade | -1388887 | -15253 | -1388887 | -187049897 | -88148501 | -187049897 |
Avg Bars in Trades | 65 | 13 | 118 | 65 | 13 | 118 |
Avg Bars in Winners | 50 | 13 | 80 | 65 | 13 | 127 |
Avg Bars in Losers | 88 | 13 | 194 | 66 | 13 | 110 |
Bars Traded | 22333 | 2269 | 20064 | 22333 | 2269 | 20064 |
Profit Streak | 16.109 | 16.109 | 77.859 | 16.109 | 16.109 | 77.859 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576596 | -500360 | -576861 | -200159 | 438568 | -579694 |
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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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