Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1630961.6302 | 446559.6109 | -2077521.2411 | 306696332.4891 | -210589427.227 | 517285759.7161 |
Total P&L (%) | -1630.9616 | 446.5596 | -2077.5212 | 306696.3325 | -210589.4272 | 517285.7597 |
Avg Daily Profit (%) | -0.7212 | 0.1975 | -0.9187 | 0.3557 | 0 | 0.3789 |
Buy And Hold Return (%) | 10427.5304 | 10427.5304 | 10427.5304 | 10427.5304 | 10427.5304 | 10427.5304 |
Max Trade Drawdown | -2090012 | -53695 | -2158870 | -332480843 | -282871637 | -127093527 |
Profit Factor | 0.362 | 4.21 | 0.1405 | 1.4752 | 0.5455 | 3.8408 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 55 | 25 | 30 | 41 | 22 | 19 |
Losing Trades | 35 | 20 | 15 | 49 | 23 | 26 |
Profitability (%) | 61.1111 | 55.5556 | 66.6667 | 45.5556 | 48.8889 | 42.2222 |
Ratio Avg Win / Avg Loss | 0.2304 | 3.368 | 0.0703 | 1.763 | 0.5703 | 5.2558 |
Largest Winning Trade | 124401 | 124401 | 46400 | 484318664 | 72113662 | 484318664 |
Largest Losing Trade | -2090012 | -37846 | -2090012 | -142508835 | -142508835 | -29244249 |
Avg Bars in Trades | 70 | 74 | 65 | 70 | 74 | 65 |
Avg Bars in Winners | 63 | 79 | 50 | 81 | 74 | 90 |
Avg Bars in Losers | 79 | 68 | 95 | 60 | 74 | 47 |
Bars Traded | 6303 | 3354 | 2949 | 6303 | 3354 | 2949 |
Profit Streak | 77.6825 | 78.0158 | 0 | 77.6825 | 78.0158 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578539 | -149618 | -578551 | 385325 | -580586 | 487897 |
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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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