Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1671526.3013 | -4113.8873 | -1667412.414 | -4142467.0895 | 28257184.4846 | -32399651.5742 |
Total P&L (%) | -1671.5263 | -4.1139 | -1667.4124 | -4142.4671 | 28257.1845 | -32399.6516 |
Avg Daily Profit (%) | -0.7039 | -0.0017 | -0.7021 | 0 | 0.2381 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1915803 | -118115 | -1889858 | -74487581 | -13441908 | -65463280 |
Profit Factor | 0.4809 | 0.9945 | 0.3261 | 0.9681 | 1.6343 | 0.6211 |
Total Trades | 297 | 148 | 149 | 297 | 148 | 149 |
Winning Trades | 176 | 85 | 91 | 132 | 67 | 65 |
Losing Trades | 121 | 63 | 58 | 165 | 81 | 84 |
Profitability (%) | 59.2593 | 57.4324 | 61.0738 | 44.4444 | 45.2703 | 43.6242 |
Ratio Avg Win / Avg Loss | 0.3306 | 0.7371 | 0.2079 | 1.2102 | 1.9758 | 0.8026 |
Largest Winning Trade | 35652 | 28614 | 35652 | 19018339 | 19018339 | 13453702 |
Largest Losing Trade | -1182916 | -73079 | -1182916 | -27115259 | -5899509 | -27115259 |
Avg Bars in Trades | 46 | 38 | 54 | 46 | 38 | 54 |
Avg Bars in Winners | 29 | 31 | 28 | 52 | 41 | 63 |
Avg Bars in Losers | 71 | 48 | 96 | 42 | 36 | 48 |
Bars Traded | 13941 | 5755 | 8186 | 13941 | 5755 | 8186 |
Profit Streak | 54.7858 | 55.7858 | 54.7858 | 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 | -576452 | -578574 | -578097 | -579718 | 340419 | -583417 |
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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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