Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2772413.4028 | 283579.6166 | -3055993.0194 | -3059400.6713 | 1002947827.6825 | -1006007228.3538 |
Total P&L (%) | -2772.4134 | 283.5796 | -3055.993 | -3059.4007 | 1002947.8277 | -1006007.2284 |
Avg Daily Profit (%) | -1.3569 | 0.1388 | -1.4957 | 0 | 0.4519 | 0 |
Buy And Hold Return (%) | 2842.3643 | 2842.3643 | 2842.3643 | 2842.3643 | 2842.3643 | 2842.3643 |
Max Trade Drawdown | -3070574 | -83502 | -3259299 | -2241889820 | -407339869 | -2187508666 |
Profit Factor | 0.3315 | 1.9696 | 0.2073 | 0.9995 | 1.7841 | 0.7834 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 102 | 45 | 57 | 92 | 46 | 46 |
Losing Trades | 62 | 37 | 25 | 72 | 36 | 36 |
Profitability (%) | 62.1951 | 54.878 | 69.5122 | 56.0976 | 56.0976 | 56.0976 |
Ratio Avg Win / Avg Loss | 0.2015 | 1.6195 | 0.0909 | 0.7822 | 1.3963 | 0.6131 |
Largest Winning Trade | 62427 | 60300 | 62427 | 1441285258 | 886332062 | 1441285258 |
Largest Losing Trade | -2162409 | -54037 | -2162409 | -1252590902 | -362581569 | -1252590902 |
Avg Bars in Trades | 49 | 20 | 78 | 49 | 20 | 78 |
Avg Bars in Winners | 37 | 19 | 51 | 47 | 23 | 70 |
Avg Bars in Losers | 69 | 21 | 140 | 52 | 15 | 89 |
Bars Traded | 8110 | 1656 | 6454 | 8110 | 1656 | 6454 |
Profit Streak | 266.0918 | 0 | 280.3418 | 0 | 324.0918 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577748 | -173338 | -581460 | -579128 | 361434 | -584445 |
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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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