Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -8117976.678 | 355776.9924 | -8473753.6704 | 929775308.4451 | -441813015.5153 | 1371588323.9604 |
Total P&L (%) | -8117.9767 | 355.777 | -8473.7537 | 929775.3084 | -441813.0155 | 1371588.324 |
Avg Daily Profit (%) | -3.5873 | 0.1572 | -3.7445 | 0.4046 | 0 | 0.4219 |
Buy And Hold Return (%) | 11919.8094 | 11919.8094 | 11919.8094 | 11919.8094 | 11919.8094 | 11919.8094 |
Max Trade Drawdown | -8469448 | -90577 | -8582788 | -971068920 | -793136054 | -406192546 |
Profit Factor | 0.1023 | 2.6956 | 0.0407 | 1.4832 | 0.647 | 3.0394 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 63 | 31 | 32 | 45 | 23 | 22 |
Losing Trades | 37 | 19 | 18 | 55 | 27 | 28 |
Profitability (%) | 63 | 62 | 64 | 45 | 46 | 44 |
Ratio Avg Win / Avg Loss | 0.0601 | 1.6522 | 0.0229 | 1.8128 | 0.7595 | 3.8683 |
Largest Winning Trade | 125462 | 125462 | 44504 | 1371032810 | 265861317 | 1371032810 |
Largest Losing Trade | -8469448 | -39894 | -8469448 | -343076123 | -343076123 | -95012301 |
Avg Bars in Trades | 41 | 44 | 39 | 41 | 44 | 39 |
Avg Bars in Winners | 32 | 35 | 29 | 51 | 55 | 48 |
Avg Bars in Losers | 57 | 58 | 57 | 34 | 34 | 33 |
Bars Traded | 4199 | 2210 | 1989 | 4199 | 2210 | 1989 |
Profit Streak | 59.7179 | 83.7179 | 0 | 59.7179 | 83.7179 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578266 | -330514 | -759018 | 395394 | -761023 | -166648 |
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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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