Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2769481.2139 | -85298.7121 | -2684182.5018 | -94690.5533 | 17897364.4265 | -17992054.9798 |
Total P&L (%) | -2769.4812 | -85.2987 | -2684.1825 | -94.6906 | 17897.3644 | -17992.055 |
Avg Daily Profit (%) | -1.1951 | -0.0368 | -1.1583 | -0.1266 | 0.2243 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -3002880 | -220886 | -2941280 | -182887329 | -66441466 | -135703967 |
Profit Factor | 0.3266 | 0.8652 | 0.2286 | 0.9996 | 1.2511 | 0.8804 |
Total Trades | 254 | 127 | 127 | 254 | 127 | 127 |
Winning Trades | 167 | 73 | 94 | 135 | 63 | 72 |
Losing Trades | 87 | 54 | 33 | 119 | 64 | 55 |
Profitability (%) | 65.748 | 57.4803 | 74.0157 | 53.1496 | 49.6063 | 56.6929 |
Ratio Avg Win / Avg Loss | 0.1701 | 0.64 | 0.0803 | 0.8811 | 1.271 | 0.6725 |
Largest Winning Trade | 31322 | 23658 | 31322 | 44379328 | 24702778 | 44379328 |
Largest Losing Trade | -2435829 | -60247 | -2435829 | -130567619 | -33977658 | -130567619 |
Avg Bars in Trades | 54 | 35 | 72 | 54 | 35 | 72 |
Avg Bars in Winners | 37 | 29 | 43 | 51 | 30 | 70 |
Avg Bars in Losers | 87 | 45 | 156 | 56 | 40 | 75 |
Bars Traded | 13778 | 4565 | 9213 | 13778 | 4565 | 9213 |
Profit Streak | 31.4305 | 36.0972 | 31.4305 | 31.4305 | 36.0972 | 31.4305 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575949 | -579034 | -577063 | -577582 | 311445 | -579587 |
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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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