Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2254156.6563 | -85385.1402 | -2168771.516 | 5531349.9146 | 23246936.5988 | -17715586.6842 |
Total P&L (%) | -2254.1567 | -85.3851 | -2168.7715 | 5531.3499 | 23246.9366 | -17715.5867 |
Avg Daily Profit (%) | -1.2076 | -0.0457 | -1.1618 | 0.2162 | 0.2926 | 0 |
Buy And Hold Return (%) | 413.6458 | 413.6458 | 413.6458 | 413.6458 | 413.6458 | 413.6458 |
Max Trade Drawdown | -2376212 | -128613 | -2269945 | -34665779 | -4798700 | -41379807 |
Profit Factor | 0.2871 | 0.718 | 0.2414 | 1.0552 | 2.1949 | 0.7808 |
Total Trades | 271 | 136 | 135 | 271 | 136 | 135 |
Winning Trades | 182 | 80 | 102 | 114 | 68 | 46 |
Losing Trades | 89 | 56 | 33 | 157 | 68 | 89 |
Profitability (%) | 67.1587 | 58.8235 | 75.5556 | 42.0664 | 50 | 34.0741 |
Ratio Avg Win / Avg Loss | 0.1404 | 0.5026 | 0.0781 | 1.4532 | 2.1949 | 1.5106 |
Largest Winning Trade | 24749 | 12334 | 24749 | 10983268 | 7029588 | 10983268 |
Largest Losing Trade | -1453769 | -26209 | -1453769 | -15604215 | -1840953 | -15604215 |
Avg Bars in Trades | 81 | 16 | 147 | 81 | 16 | 147 |
Avg Bars in Winners | 45 | 8 | 73 | 93 | 20 | 202 |
Avg Bars in Losers | 156 | 26 | 377 | 72 | 11 | 119 |
Bars Traded | 22126 | 2185 | 19941 | 22126 | 2185 | 19941 |
Profit Streak | 3.4066 | 3.4066 | 5.4066 | 3.4066 | 3.4066 | 5.4066 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577448 | -580316 | -576675 | -153646 | 443617 | -583681 |
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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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