Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1069657.1347 | 112637.369 | -1182294.5036 | 59975206.4289 | 6274681.1694 | 53700525.2595 |
Total P&L (%) | -1069.6571 | 112.6374 | -1182.2945 | 59975.2064 | 6274.6812 | 53700.5253 |
Avg Daily Profit (%) | -0.5604 | 0.059 | -0.6194 | 0.3358 | 0.2179 | 0.33 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1462554 | -26848 | -1462554 | -76064083 | -11945751 | -67664201 |
Profit Factor | 0.4394 | 1.8152 | 0.332 | 1.3641 | 1.1256 | 1.4679 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 162 | 74 | 88 | 80 | 42 | 38 |
Losing Trades | 38 | 26 | 12 | 120 | 58 | 62 |
Profitability (%) | 81 | 74 | 88 | 40 | 42 | 38 |
Ratio Avg Win / Avg Loss | 0.1031 | 0.6378 | 0.0453 | 2.0461 | 1.5544 | 2.395 |
Largest Winning Trade | 25950 | 23496 | 25950 | 63704858 | 7664883 | 63704858 |
Largest Losing Trade | -1462554 | -18818 | -1462554 | -7671410 | -4978992 | -7671410 |
Avg Bars in Trades | 27 | 7 | 48 | 27 | 7 | 48 |
Avg Bars in Winners | 14 | 3 | 23 | 39 | 11 | 71 |
Avg Bars in Losers | 84 | 19 | 226 | 19 | 4 | 33 |
Bars Traded | 5543 | 732 | 4811 | 5543 | 732 | 4811 |
Profit Streak | 94.5467 | 94.5467 | 242.5467 | 94.5467 | 94.5467 | 335.2133 |
Trades During Streak | 13 | 6 | 19 | 13 | 6 | 20 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573789 | -108593 | -574442 | 356326 | -74715 | 289753 |
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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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