Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2060853.476 | 82356.6857 | -2143210.1617 | -11330461.8943 | -56317362.6413 | 44986900.747 |
Total P&L (%) | -2060.8535 | 82.3567 | -2143.2102 | -11330.4619 | -56317.3626 | 44986.9007 |
Avg Daily Profit (%) | -1.1028 | 0.0441 | -1.1469 | 0 | 0 | 0.3276 |
Buy And Hold Return (%) | 6654.695 | 6654.695 | 6654.695 | 6654.695 | 6654.695 | 6654.695 |
Max Trade Drawdown | -2216372 | -143618 | -2219729 | -119586342 | -68998882 | -77747768 |
Profit Factor | 0.233 | 1.3788 | 0.1321 | 0.9402 | 0.3781 | 1.4546 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 193 | 99 | 94 | 122 | 58 | 64 |
Losing Trades | 37 | 16 | 21 | 108 | 57 | 51 |
Profitability (%) | 83.913 | 86.087 | 81.7391 | 53.0435 | 50.4348 | 55.6522 |
Ratio Avg Win / Avg Loss | 0.0447 | 0.2228 | 0.0295 | 0.8323 | 0.3716 | 1.1591 |
Largest Winning Trade | 14358 | 12460 | 14358 | 53322942 | 3131280 | 53322942 |
Largest Losing Trade | -1512128 | -55425 | -1512128 | -73516488 | -28994854 | -73516488 |
Avg Bars in Trades | 45 | 44 | 46 | 45 | 44 | 46 |
Avg Bars in Winners | 12 | 16 | 8 | 36 | 26 | 45 |
Avg Bars in Losers | 215 | 215 | 215 | 55 | 62 | 47 |
Bars Traded | 10399 | 5083 | 5316 | 10399 | 5083 | 5316 |
Profit Streak | 53.6776 | 79.6776 | 53.6776 | 0 | 0 | 0 |
Trades During Streak | 3 | 4 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573898 | -294997 | -576127 | -579179 | -580970 | 377315 |
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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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