Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3164299.418 | 16548.1893 | -3180847.6073 | 7209125.7336 | 2447825972.6317 | -2440616846.8981 |
Total P&L (%) | -3164.2994 | 16.5482 | -3180.8476 | 7209.1257 | 2447825.9726 | -2440616.8469 |
Avg Daily Profit (%) | -1.5491 | 0.0081 | -1.5572 | 0.2103 | 0.496 | 0 |
Buy And Hold Return (%) | 2686.4542 | 2686.4542 | 2686.4542 | 2686.4542 | 2686.4542 | 2686.4542 |
Max Trade Drawdown | -3430261 | -170021 | -3389751 | -3691641268 | -850213864 | -3636451090 |
Profit Factor | 0.2711 | 1.0353 | 0.1785 | 1.0012 | 2.4047 | 0.448 |
Total Trades | 242 | 121 | 121 | 242 | 121 | 121 |
Winning Trades | 169 | 73 | 96 | 147 | 71 | 76 |
Losing Trades | 73 | 48 | 25 | 95 | 50 | 45 |
Profitability (%) | 69.8347 | 60.3306 | 79.3388 | 60.7438 | 58.6777 | 62.8099 |
Ratio Avg Win / Avg Loss | 0.1171 | 0.6807 | 0.0465 | 0.647 | 1.6935 | 0.2653 |
Largest Winning Trade | 25013 | 25013 | 22309 | 1527955792 | 1527955792 | 959491970 |
Largest Losing Trade | -1763425 | -56311 | -1763425 | -1675556573 | -431522924 | -1675556573 |
Avg Bars in Trades | 49 | 37 | 62 | 49 | 37 | 62 |
Avg Bars in Winners | 20 | 16 | 24 | 40 | 31 | 47 |
Avg Bars in Losers | 117 | 68 | 209 | 64 | 44 | 87 |
Bars Traded | 12047 | 4486 | 7561 | 12047 | 4486 | 7561 |
Profit Streak | 264.6152 | 0 | 279.7819 | 264.6152 | 0 | 279.7819 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576351 | -530068 | -575960 | -212925 | 577461 | -578381 |
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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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