Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2172074.8759 | -138042.9945 | -2034031.8814 | 982217.72 | 30447250.7917 | -29465033.0717 |
Total P&L (%) | -2172.0749 | -138.043 | -2034.0319 | 982.2177 | 30447.2508 | -29465.0331 |
Avg Daily Profit (%) | -1.1636 | -0.074 | -1.0897 | 0.1277 | 0.307 | 0 |
Buy And Hold Return (%) | 493.4827 | 493.4827 | 493.4827 | 493.4827 | 493.4827 | 493.4827 |
Max Trade Drawdown | -2370376 | -280708 | -2170650 | -43306714 | -5597501 | -45954519 |
Profit Factor | 0.2745 | 0.7027 | 0.1959 | 1.0121 | 3.1833 | 0.561 |
Total Trades | 267 | 133 | 134 | 267 | 133 | 134 |
Winning Trades | 170 | 76 | 94 | 132 | 74 | 58 |
Losing Trades | 97 | 57 | 40 | 135 | 59 | 76 |
Profitability (%) | 63.6704 | 57.1429 | 70.1493 | 49.4382 | 55.6391 | 43.2836 |
Ratio Avg Win / Avg Loss | 0.1566 | 0.527 | 0.0834 | 1.0351 | 2.538 | 0.7351 |
Largest Winning Trade | 40382 | 40382 | 40113 | 20257592 | 10233086 | 20257592 |
Largest Losing Trade | -1261108 | -47906 | -1261108 | -36724162 | -2319330 | -36724162 |
Avg Bars in Trades | 83 | 62 | 104 | 83 | 62 | 104 |
Avg Bars in Winners | 45 | 28 | 59 | 93 | 77 | 113 |
Avg Bars in Losers | 149 | 106 | 209 | 73 | 43 | 97 |
Bars Traded | 22255 | 8291 | 13964 | 22255 | 8291 | 13964 |
Profit Streak | 49.4102 | 49.4102 | 58.5769 | 49.4102 | 49.4102 | 58.5769 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576058 | -579063 | -576968 | -233589 | 596009 | -582192 |
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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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