Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1106730.5969 | 31964.7141 | -1138695.311 | -2993274.3746 | -23867843.3748 | 20874569.0002 |
Total P&L (%) | -1106.7306 | 31.9647 | -1138.6953 | -2993.2744 | -23867.8434 | 20874.569 |
Avg Daily Profit (%) | -0.6066 | 0.0175 | -0.6241 | 0 | 0 | 0.2934 |
Buy And Hold Return (%) | 699.4383 | 699.4383 | 699.4383 | 699.4383 | 699.4383 | 699.4383 |
Max Trade Drawdown | -1187112 | -176154 | -1190579 | -67977549 | -52270383 | -18408781 |
Profit Factor | 0.4152 | 1.0924 | 0.2638 | 0.972 | 0.6371 | 1.5076 |
Total Trades | 318 | 159 | 159 | 318 | 159 | 159 |
Winning Trades | 250 | 120 | 130 | 139 | 70 | 69 |
Losing Trades | 68 | 39 | 29 | 179 | 89 | 90 |
Profitability (%) | 78.6164 | 75.4717 | 81.761 | 43.7107 | 44.0252 | 43.3962 |
Ratio Avg Win / Avg Loss | 0.1129 | 0.355 | 0.0588 | 1.2517 | 0.8101 | 1.9664 |
Largest Winning Trade | 24952 | 24952 | 24941 | 23137754 | 5164427 | 23137754 |
Largest Losing Trade | -670419 | -75519 | -670419 | -45807963 | -45807963 | -10226606 |
Avg Bars in Trades | 66 | 71 | 62 | 66 | 71 | 62 |
Avg Bars in Winners | 24 | 23 | 24 | 69 | 63 | 74 |
Avg Bars in Losers | 224 | 219 | 229 | 65 | 78 | 52 |
Bars Traded | 21305 | 11442 | 9862 | 21305 | 11442 | 9862 |
Profit Streak | 33.3179 | 33.3179 | 33.6512 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573837 | -450733 | -574715 | -579894 | -582824 | 324329 |
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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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