Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3423969.562 | 29172.7423 | -3453142.3043 | -211613.9452 | 303878230.1552 | -304089844.1004 |
Total P&L (%) | -3423.9696 | 29.1727 | -3453.1423 | -211.6139 | 303878.2302 | -304089.8441 |
Avg Daily Profit (%) | -1.6757 | 0.0143 | -1.69 | 0 | 0.3933 | 0 |
Buy And Hold Return (%) | 2327.6293 | 2327.6293 | 2327.6293 | 2327.6293 | 2327.6293 | 2327.6293 |
Max Trade Drawdown | -3701324 | -140560 | -3675503 | -506001186 | -24735231 | -551345097 |
Profit Factor | 0.2562 | 1.0871 | 0.191 | 0.9998 | 3.1213 | 0.6631 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 112 | 49 | 63 | 108 | 59 | 49 |
Losing Trades | 102 | 58 | 44 | 106 | 48 | 58 |
Profitability (%) | 52.3364 | 45.7944 | 58.8785 | 50.4673 | 55.1402 | 45.7944 |
Ratio Avg Win / Avg Loss | 0.2333 | 1.2868 | 0.1334 | 0.9813 | 2.5394 | 0.7849 |
Largest Winning Trade | 50196 | 26176 | 50196 | 115738751 | 90708817 | 115738751 |
Largest Losing Trade | -2147388 | -42647 | -2147388 | -493403393 | -17433711 | -493403393 |
Avg Bars in Trades | 37 | 12 | 62 | 37 | 12 | 62 |
Avg Bars in Winners | 31 | 14 | 44 | 39 | 11 | 74 |
Avg Bars in Losers | 44 | 10 | 89 | 34 | 13 | 52 |
Bars Traded | 8011 | 1298 | 6713 | 8011 | 1298 | 6713 |
Profit Streak | 280.2893 | 280.2893 | 283.2893 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578005 | -465305 | -578927 | -579597 | 587828 | -582682 |
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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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