Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1475485.9811 | 2206.2413 | -1477692.2224 | -11409504.894 | 94498086.7055 | -105907591.5994 |
Total P&L (%) | -1475.486 | 2.2062 | -1477.6922 | -11409.5049 | 94498.0867 | -105907.5916 |
Avg Daily Profit (%) | -0.6183 | 0.0009 | -0.6192 | 0 | 0.2875 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1675545 | -104299 | -1668742 | -407669636 | -123923059 | -427093975 |
Profit Factor | 0.4528 | 1.0051 | 0.348 | 0.9854 | 1.4184 | 0.8101 |
Total Trades | 336 | 168 | 168 | 336 | 168 | 168 |
Winning Trades | 266 | 121 | 145 | 141 | 76 | 65 |
Losing Trades | 70 | 47 | 23 | 195 | 92 | 103 |
Profitability (%) | 79.1667 | 72.0238 | 86.3095 | 41.9643 | 45.2381 | 38.6905 |
Ratio Avg Win / Avg Loss | 0.1192 | 0.3904 | 0.0552 | 1.3628 | 1.717 | 1.2837 |
Largest Winning Trade | 24107 | 15343 | 24107 | 263285272 | 102159862 | 263285272 |
Largest Losing Trade | -1053444 | -53794 | -1053444 | -101114942 | -19787337 | -101114942 |
Avg Bars in Trades | 27 | 15 | 40 | 27 | 15 | 40 |
Avg Bars in Winners | 12 | 6 | 17 | 38 | 21 | 57 |
Avg Bars in Losers | 84 | 36 | 184 | 20 | 9 | 29 |
Bars Traded | 9335 | 2533 | 6802 | 9335 | 2533 | 6802 |
Profit Streak | 20.2027 | 60.4527 | 20.2027 | 0 | 0 | 0 |
Trades During Streak | 5 | 5 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573400 | -568937 | -574610 | -580201 | 340365 | -583184 |
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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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