Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -5300945.8354 | 315210.1371 | -5616155.9725 | 64830024.3744 | -273878774.653 | 338708799.0273 |
Total P&L (%) | -5300.9458 | 315.2101 | -5616.156 | 64830.0244 | -273878.7747 | 338708.799 |
Avg Daily Profit (%) | -2.3368 | 0.139 | -2.4757 | 0.2859 | 0 | 0.3589 |
Buy And Hold Return (%) | 10085.0531 | 10085.0531 | 10085.0531 | 10085.0531 | 10085.0531 | 10085.0531 |
Max Trade Drawdown | -5678242 | -72727 | -5689348 | -352234064 | -309089763 | -150809052 |
Profit Factor | 0.1625 | 2.0183 | 0.0671 | 1.0717 | 0.5197 | 2.0136 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 99 | 53 | 46 | 99 | 47 | 52 |
Losing Trades | 102 | 48 | 54 | 102 | 54 | 48 |
Profitability (%) | 49.2537 | 52.4752 | 46 | 49.2537 | 46.5347 | 52 |
Ratio Avg Win / Avg Loss | 0.1674 | 1.8279 | 0.0787 | 1.1042 | 0.5971 | 1.8587 |
Largest Winning Trade | 92070 | 92070 | 42069 | 404063162 | 61027816 | 404063162 |
Largest Losing Trade | -5648640 | -53791 | -5648640 | -146506248 | -146506248 | -56410921 |
Avg Bars in Trades | 21 | 18 | 23 | 21 | 18 | 23 |
Avg Bars in Winners | 22 | 19 | 26 | 19 | 17 | 21 |
Avg Bars in Losers | 19 | 17 | 21 | 22 | 19 | 25 |
Bars Traded | 4246 | 1866 | 2380 | 4246 | 1866 | 2380 |
Profit Streak | 0 | 0 | 54.5527 | 0 | 0 | 54.5527 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579738 | -169166 | -581781 | -132244 | -582132 | 505241 |
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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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