Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2645350.3312 | -67567.7151 | -2577782.6161 | -99165.8464 | 7884420.9528 | -7983586.7992 |
Total P&L (%) | -2645.3503 | -67.5677 | -2577.7826 | -99.1658 | 7884.421 | -7983.5868 |
Avg Daily Profit (%) | -1.2703 | -0.0324 | -1.2378 | -0.2296 | 0.2105 | 0 |
Buy And Hold Return (%) | 84.0077 | 84.0077 | 84.0077 | 84.0077 | 84.0077 | 84.0077 |
Max Trade Drawdown | -2732534 | -214000 | -2667095 | -23897263 | -3183600 | -24526530 |
Profit Factor | 0.2493 | 0.864 | 0.1483 | 0.9969 | 2.374 | 0.6948 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 164 | 79 | 85 | 146 | 70 | 76 |
Losing Trades | 38 | 22 | 16 | 56 | 31 | 25 |
Profitability (%) | 81.1881 | 78.2178 | 84.1584 | 72.2772 | 69.3069 | 75.2475 |
Ratio Avg Win / Avg Loss | 0.0578 | 0.2406 | 0.0279 | 0.3824 | 1.0513 | 0.2286 |
Largest Winning Trade | 29285 | 25511 | 29285 | 4277244 | 2093195 | 4277244 |
Largest Losing Trade | -2295853 | -83113 | -2295853 | -15467339 | -3183600 | -15467339 |
Avg Bars in Trades | 121 | 142 | 99 | 121 | 142 | 99 |
Avg Bars in Winners | 29 | 28 | 30 | 42 | 37 | 46 |
Avg Bars in Losers | 518 | 552 | 470 | 327 | 378 | 263 |
Bars Traded | 24489 | 14396 | 10092 | 24489 | 14396 | 10092 |
Profit Streak | 64.4878 | 77.9044 | 64.4878 | 64.4878 | 77.9044 | 64.4878 |
Trades During Streak | 20 | 10 | 10 | 20 | 10 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573891 | -575483 | -574835 | -575008 | 564407 | -575856 |
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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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