Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -10167931.498 | 64163.2736 | -10232094.7716 | 46388697.092 | 5672765.8172 | 40715931.2747 |
Total P&L (%) | -10167.9315 | 64.1633 | -10232.0948 | 46388.6971 | 5672.7658 | 40715.9313 |
Avg Daily Profit (%) | -4.5034 | 0.0284 | -4.5318 | 0.2724 | 0.1798 | 0.2666 |
Buy And Hold Return (%) | 8057.3379 | 8057.3379 | 8057.3379 | 8057.3379 | 8057.3379 | 8057.3379 |
Max Trade Drawdown | -10355901 | -41744 | -10364011 | -59169581 | -15148383 | -56875764 |
Profit Factor | 0.058 | 1.4422 | 0.0391 | 1.3463 | 1.1285 | 1.4532 |
Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
Winning Trades | 193 | 92 | 101 | 115 | 60 | 55 |
Losing Trades | 40 | 25 | 15 | 118 | 57 | 61 |
Profitability (%) | 82.8326 | 78.6325 | 87.069 | 49.3562 | 51.2821 | 47.4138 |
Ratio Avg Win / Avg Loss | 0.012 | 0.3919 | 0.0058 | 1.3814 | 1.0721 | 1.6118 |
Largest Winning Trade | 26518 | 15888 | 26518 | 34732807 | 15277188 | 34732807 |
Largest Losing Trade | -10165332 | -25982 | -10165332 | -14365267 | -4523187 | -14365267 |
Avg Bars in Trades | 55 | 14 | 96 | 55 | 14 | 96 |
Avg Bars in Winners | 23 | 6 | 37 | 57 | 16 | 103 |
Avg Bars in Losers | 209 | 41 | 490 | 52 | 12 | 90 |
Bars Traded | 12837 | 1663 | 11174 | 12837 | 1663 | 11174 |
Profit Streak | 0 | 0 | 95.9811 | 0 | 0 | 95.9811 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575394 | -317383 | -574770 | 329884 | -236860 | 345165 |
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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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