Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2386152.5149 | -152870.8987 | -2233281.6162 | 1067599.8581 | 26469322.5736 | -25401722.7155 |
Total P&L (%) | -2386.1525 | -152.8709 | -2233.2816 | 1067.5999 | 26469.3226 | -25401.7227 |
Avg Daily Profit (%) | -1.2783 | -0.0819 | -1.1964 | 0.1317 | 0.2995 | 0 |
Buy And Hold Return (%) | 382.7936 | 382.7936 | 382.7936 | 382.7936 | 382.7936 | 382.7936 |
Max Trade Drawdown | -2435864 | -215895 | -2262848 | -31216933 | -1727691 | -44723845 |
Profit Factor | 0.2202 | 0.6244 | 0.1582 | 1.0154 | 2.9656 | 0.5443 |
Total Trades | 207 | 104 | 103 | 207 | 104 | 103 |
Winning Trades | 118 | 54 | 64 | 98 | 54 | 44 |
Losing Trades | 89 | 50 | 39 | 109 | 50 | 59 |
Profitability (%) | 57.0048 | 51.9231 | 62.1359 | 47.343 | 51.9231 | 42.7184 |
Ratio Avg Win / Avg Loss | 0.1661 | 0.5781 | 0.0964 | 1.1294 | 2.7459 | 0.7299 |
Largest Winning Trade | 34802 | 18841 | 34802 | 8932269 | 8932269 | 8782551 |
Largest Losing Trade | -1492029 | -45912 | -1492029 | -29944644 | -1725785 | -29944644 |
Avg Bars in Trades | 105 | 75 | 135 | 105 | 75 | 135 |
Avg Bars in Winners | 75 | 45 | 101 | 103 | 82 | 129 |
Avg Bars in Losers | 144 | 106 | 193 | 106 | 66 | 140 |
Bars Traded | 21814 | 7809 | 14005 | 21814 | 7809 | 14005 |
Profit Streak | 56.8568 | 108.1902 | 56.8568 | 56.8568 | 108.1902 | 56.8568 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577386 | -579414 | -578923 | -222144 | 572957 | -583328 |
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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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