Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2051247.9476 | 195764.82 | -2247012.7676 | -69328852.375 | 107348911.8406 | -176677764.2156 |
Total P&L (%) | -2051.2479 | 195.7648 | -2247.0128 | -69328.8524 | 107348.9118 | -176677.7642 |
Avg Daily Profit (%) | -0.9048 | 0.0864 | -0.9912 | 0 | 0.3084 | 0 |
Buy And Hold Return (%) | 11411.2355 | 11411.2355 | 11411.2355 | 11411.2355 | 11411.2355 | 11411.2355 |
Max Trade Drawdown | -2204979 | -75016 | -2286338 | -317323687 | -39738631 | -299995270 |
Profit Factor | 0.2681 | 1.8969 | 0.1306 | 0.8552 | 1.798 | 0.4867 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 118 | 59 | 59 | 117 | 58 | 59 |
Losing Trades | 50 | 25 | 25 | 51 | 26 | 25 |
Profitability (%) | 70.2381 | 70.2381 | 70.2381 | 69.6429 | 69.0476 | 70.2381 |
Ratio Avg Win / Avg Loss | 0.1136 | 0.8038 | 0.0553 | 0.3728 | 0.806 | 0.2062 |
Largest Winning Trade | 36811 | 36811 | 30164 | 34861910 | 34861910 | 22612102 |
Largest Losing Trade | -1898205 | -38489 | -1898205 | -202980820 | -34642360 | -202980820 |
Avg Bars in Trades | 25 | 26 | 24 | 25 | 26 | 24 |
Avg Bars in Winners | 15 | 20 | 11 | 19 | 22 | 16 |
Avg Bars in Losers | 49 | 42 | 56 | 40 | 36 | 43 |
Bars Traded | 4325 | 2253 | 2072 | 4325 | 2253 | 2072 |
Profit Streak | 3.243 | 135.243 | 0 | 0 | 0 | 76.743 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577915 | -238421 | -577928 | -577073 | 442504 | -577370 |
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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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