Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2266483.5048 | 83665.7159 | -2350149.2207 | -7726238.5472 | -154137571.1236 | 146411332.5764 |
Total P&L (%) | -2266.4835 | 83.6657 | -2350.1492 | -7726.2385 | -154137.5711 | 146411.3326 |
Avg Daily Profit (%) | -1.2133 | 0.0448 | -1.2581 | 0 | 0 | 0.391 |
Buy And Hold Return (%) | 6043.5577 | 6043.5577 | 6043.5577 | 6043.5577 | 6043.5577 | 6043.5577 |
Max Trade Drawdown | -2484887 | -131202 | -2477717 | -279945592 | -197439349 | -96053173 |
Profit Factor | 0.2934 | 1.2681 | 0.1883 | 0.9855 | 0.5086 | 1.665 |
Total Trades | 247 | 124 | 123 | 247 | 124 | 123 |
Winning Trades | 145 | 64 | 81 | 120 | 55 | 65 |
Losing Trades | 102 | 60 | 42 | 127 | 69 | 58 |
Profitability (%) | 58.7045 | 51.6129 | 65.8537 | 48.583 | 44.3548 | 52.8455 |
Ratio Avg Win / Avg Loss | 0.2064 | 1.1888 | 0.0977 | 1.043 | 0.638 | 1.4857 |
Largest Winning Trade | 33004 | 33004 | 28326 | 79319085 | 27242585 | 79319085 |
Largest Losing Trade | -1508854 | -41133 | -1508854 | -78448142 | -78448142 | -66701489 |
Avg Bars in Trades | 87 | 40 | 134 | 87 | 40 | 134 |
Avg Bars in Winners | 48 | 25 | 66 | 92 | 32 | 143 |
Avg Bars in Losers | 142 | 55 | 266 | 82 | 45 | 125 |
Bars Traded | 21528 | 4960 | 16568 | 21528 | 4960 | 16568 |
Profit Streak | 0 | 0 | 0 | 90.8828 | 90.8828 | 94.7161 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578357 | -298995 | -578950 | -577410 | -582639 | 446879 |
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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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