Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -160496.52 | 594724.645 | -755221.165 | 77485963.868 | 196092578.9666 | -118606615.0986 |
Total P&L (%) | -160.4965 | 594.7246 | -755.2212 | 77485.9639 | 196092.579 | -118606.6151 |
Avg Daily Profit (%) | -0.071 | 0.263 | -0.334 | 0.2947 | 0.3359 | 0 |
Buy And Hold Return (%) | 9178.3435 | 9178.3435 | 9178.3435 | 9178.3435 | 9178.3435 | 9178.3435 |
Max Trade Drawdown | -851979 | -67988 | -985169 | -254733610 | -37650745 | -284938001 |
Profit Factor | 0.9315 | 2.0908 | 0.58 | 1.083 | 1.6573 | 0.8133 |
Total Trades | 600 | 300 | 300 | 600 | 300 | 300 |
Winning Trades | 320 | 156 | 164 | 308 | 148 | 160 |
Losing Trades | 280 | 144 | 136 | 292 | 152 | 140 |
Profitability (%) | 53.3333 | 52 | 54.6667 | 51.3333 | 49.3333 | 53.3333 |
Ratio Avg Win / Avg Loss | 0.8151 | 1.93 | 0.481 | 1.0267 | 1.7021 | 0.7116 |
Largest Winning Trade | 124981 | 124981 | 32076 | 45446527 | 30033496 | 45446527 |
Largest Losing Trade | -501751 | -21351 | -501751 | -118486372 | -23443479 | -118486372 |
Avg Bars in Trades | 22 | 17 | 27 | 22 | 17 | 27 |
Avg Bars in Winners | 22 | 18 | 26 | 22 | 18 | 26 |
Avg Bars in Losers | 22 | 15 | 29 | 22 | 15 | 29 |
Bars Traded | 13426 | 5138 | 8288 | 13426 | 5138 | 8288 |
Profit Streak | 4.3534 | 17.1867 | 0 | 4.3534 | 17.1867 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576823 | -150144 | -578881 | -116675 | 536423 | -579054 |
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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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