Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2878465.7548 | 46208.5196 | -2924674.2744 | -1221301.4207 | 163641075.4216 | -164862376.8422 |
Total P&L (%) | -2878.4658 | 46.2085 | -2924.6743 | -1221.3014 | 163641.0754 | -164862.3768 |
Avg Daily Profit (%) | -1.2405 | 0.0199 | -1.2604 | 0 | 0.3194 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -3308701 | -131833 | -3257050 | -272492270 | -19764683 | -388891953 |
Profit Factor | 0.3397 | 1.1145 | 0.2607 | 0.9979 | 2.8465 | 0.6693 |
Total Trades | 309 | 155 | 154 | 309 | 155 | 154 |
Winning Trades | 168 | 73 | 95 | 151 | 80 | 71 |
Losing Trades | 141 | 82 | 59 | 158 | 75 | 83 |
Profitability (%) | 54.3689 | 47.0968 | 61.6883 | 48.8673 | 51.6129 | 46.1039 |
Ratio Avg Win / Avg Loss | 0.2851 | 1.2519 | 0.1619 | 1.0442 | 2.6686 | 0.7824 |
Largest Winning Trade | 53150 | 30914 | 53150 | 131049156 | 29803646 | 131049156 |
Largest Losing Trade | -2901696 | -39315 | -2901696 | -272492270 | -10493083 | -272492270 |
Avg Bars in Trades | 44 | 11 | 77 | 44 | 11 | 77 |
Avg Bars in Winners | 40 | 11 | 63 | 41 | 13 | 72 |
Avg Bars in Losers | 48 | 11 | 100 | 47 | 9 | 82 |
Bars Traded | 13727 | 1774 | 11953 | 13727 | 1774 | 11953 |
Profit Streak | 0 | 0 | 0 | 13.3887 | 65.5554 | 13.3887 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578595 | -263058 | -579011 | -576434 | 583474 | -581437 |
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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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