Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2535321.2727 | 7053.5851 | -2542374.8578 | -2281995.158 | -36371809.3303 | 34089814.1724 |
Total P&L (%) | -2535.3213 | 7.0536 | -2542.3749 | -2281.9952 | -36371.8093 | 34089.8142 |
Avg Daily Profit (%) | -1.356 | 0.0038 | -1.3597 | 0 | 0 | 0.3125 |
Buy And Hold Return (%) | 7202.4911 | 7202.4911 | 7202.4911 | 7202.4911 | 7202.4911 | 7202.4911 |
Max Trade Drawdown | -2647368 | -132592 | -2608637 | -54646281 | -43342406 | -18954720 |
Profit Factor | 0.1925 | 1.0246 | 0.1089 | 0.9737 | 0.3564 | 2.1244 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 171 | 82 | 89 | 118 | 56 | 62 |
Losing Trades | 49 | 28 | 21 | 102 | 54 | 48 |
Profitability (%) | 77.7273 | 74.5455 | 80.9091 | 53.6364 | 50.9091 | 56.3636 |
Ratio Avg Win / Avg Loss | 0.0552 | 0.3499 | 0.0257 | 0.8417 | 0.3436 | 1.6447 |
Largest Winning Trade | 21036 | 15670 | 21036 | 30806030 | 2061870 | 30806030 |
Largest Losing Trade | -1762739 | -60736 | -1762739 | -21089288 | -21089288 | -14305700 |
Avg Bars in Trades | 31 | 24 | 37 | 31 | 24 | 37 |
Avg Bars in Winners | 8 | 8 | 8 | 27 | 16 | 37 |
Avg Bars in Losers | 111 | 73 | 161 | 36 | 33 | 38 |
Bars Traded | 6924 | 2745 | 4179 | 6924 | 2745 | 4179 |
Profit Streak | 52.3861 | 79.8861 | 0 | 0 | 0 | 80.1361 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575468 | -544651 | -576784 | -579155 | -580643 | 453263 |
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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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