Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1086076.4897 | 36396.3406 | -1122472.8303 | -3482779.2487 | -19992474.1876 | 16509694.9389 |
Total P&L (%) | -1086.0765 | 36.3963 | -1122.4728 | -3482.7792 | -19992.4742 | 16509.6949 |
Avg Daily Profit (%) | -0.5972 | 0.02 | -0.6173 | 0 | 0 | 0.2815 |
Buy And Hold Return (%) | 605.8543 | 605.8543 | 605.8543 | 605.8543 | 605.8543 | 605.8543 |
Max Trade Drawdown | -1192097 | -171970 | -1186154 | -61586166 | -46969062 | -17470779 |
Profit Factor | 0.4208 | 1.1064 | 0.2678 | 0.9653 | 0.668 | 1.4121 |
Total Trades | 322 | 161 | 161 | 322 | 161 | 161 |
Winning Trades | 268 | 133 | 135 | 147 | 71 | 76 |
Losing Trades | 54 | 28 | 26 | 175 | 90 | 85 |
Profitability (%) | 83.2298 | 82.6087 | 83.8509 | 45.6522 | 44.0994 | 47.205 |
Ratio Avg Win / Avg Loss | 0.0848 | 0.2329 | 0.0516 | 1.1491 | 0.8467 | 1.5793 |
Largest Winning Trade | 26012 | 25012 | 26012 | 20515367 | 4614929 | 20515367 |
Largest Losing Trade | -682224 | -74990 | -682224 | -39809205 | -39809205 | -10895823 |
Avg Bars in Trades | 66 | 71 | 60 | 66 | 71 | 60 |
Avg Bars in Winners | 21 | 22 | 20 | 67 | 71 | 64 |
Avg Bars in Losers | 288 | 306 | 268 | 64 | 72 | 56 |
Bars Traded | 21306 | 11581 | 9725 | 21306 | 11581 | 9725 |
Profit Streak | 27.5906 | 67.2573 | 27.5906 | 0 | 0 | 0 |
Trades During Streak | 11 | 8 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573176 | -430753 | -574410 | -579118 | -582784 | 353365 |
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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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