Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2108511.107 | 250990.4964 | -2359501.6034 | 403514596.7371 | 176594778.4572 | 226919818.2799 |
Total P&L (%) | -2108.5111 | 250.9905 | -2359.5016 | 403514.5967 | 176594.7785 | 226919.8183 |
Avg Daily Profit (%) | -0.9287 | 0.1106 | -1.0393 | 0.3664 | 0.3299 | 0.341 |
Buy And Hold Return (%) | 8582.3538 | 8582.3538 | 8582.3538 | 8582.3538 | 8582.3538 | 8582.3538 |
Max Trade Drawdown | -2384181 | -33261 | -2500910 | -147224512 | -59912880 | -145876178 |
Profit Factor | 0.3217 | 2.1255 | 0.1823 | 2.1128 | 2.6704 | 1.8833 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 91 | 45 | 46 | 91 | 46 | 45 |
Losing Trades | 72 | 37 | 35 | 72 | 36 | 36 |
Profitability (%) | 55.8282 | 54.878 | 56.7901 | 55.8282 | 56.0976 | 55.5556 |
Ratio Avg Win / Avg Loss | 0.2545 | 1.7477 | 0.1387 | 1.6716 | 2.0899 | 1.5066 |
Largest Winning Trade | 50929 | 43338 | 50929 | 201669907 | 82843823 | 201669907 |
Largest Losing Trade | -1866028 | -19038 | -1866028 | -105080573 | -16780381 | -105080573 |
Avg Bars in Trades | 79 | 49 | 109 | 79 | 49 | 109 |
Avg Bars in Winners | 69 | 53 | 85 | 78 | 59 | 98 |
Avg Bars in Losers | 91 | 44 | 141 | 80 | 38 | 123 |
Bars Traded | 12976 | 4088 | 8888 | 12976 | 4088 | 8888 |
Profit Streak | 73.3773 | 117.044 | 73.3773 | 73.3773 | 117.044 | 73.3773 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577694 | -209576 | -590889 | 596198 | 430630 | 91644 |
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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) |
---|