Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -739893.9674 | 258151.7017 | -998045.6692 | 234762446.2793 | -28712770.0303 | 263475216.3096 |
Total P&L (%) | -739.894 | 258.1517 | -998.0457 | 234762.4463 | -28712.77 | 263475.2163 |
Avg Daily Profit (%) | -0.328 | 0.1145 | -0.4425 | 0.3447 | 0 | 0.3498 |
Buy And Hold Return (%) | 619.5686 | 619.5686 | 619.5686 | 619.5686 | 619.5686 | 619.5686 |
Max Trade Drawdown | -1146459 | -59303 | -1256233 | -527919815 | -284862841 | -395638591 |
Profit Factor | 0.5621 | 2.1672 | 0.3204 | 1.164 | 0.9653 | 1.4356 |
Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
Winning Trades | 196 | 99 | 97 | 160 | 77 | 83 |
Losing Trades | 41 | 19 | 22 | 77 | 41 | 36 |
Profitability (%) | 82.7004 | 83.8983 | 81.5126 | 67.5105 | 65.2542 | 69.7479 |
Ratio Avg Win / Avg Loss | 0.1176 | 0.4159 | 0.0727 | 0.5602 | 0.514 | 0.6227 |
Largest Winning Trade | 24804 | 24804 | 24276 | 62444777 | 56926929 | 62444777 |
Largest Losing Trade | -1046497 | -37615 | -1046497 | -377241865 | -171486550 | -377241865 |
Avg Bars in Trades | 17 | 19 | 15 | 17 | 19 | 15 |
Avg Bars in Winners | 5 | 6 | 4 | 7 | 6 | 8 |
Avg Bars in Losers | 73 | 88 | 60 | 37 | 43 | 31 |
Bars Traded | 4092 | 2290 | 1802 | 4092 | 2290 | 1802 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575108 | -200050 | -576424 | -28771 | -578763 | 401904 |
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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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