Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2147357.982 | -58530.784 | -2088827.1979 | 7458153.8232 | 48933033.9373 | -41474880.114 |
Total P&L (%) | -2147.358 | -58.5308 | -2088.8272 | 7458.1538 | 48933.0339 | -41474.8801 |
Avg Daily Profit (%) | -1.1504 | -0.0314 | -1.119 | 0.232 | 0.3324 | 0 |
Buy And Hold Return (%) | 310.6614 | 310.6614 | 310.6614 | 310.6614 | 310.6614 | 310.6614 |
Max Trade Drawdown | -2331631 | -197894 | -2224415 | -57457758 | -5796632 | -68676453 |
Profit Factor | 0.3316 | 0.8697 | 0.2442 | 1.0525 | 2.4773 | 0.6193 |
Total Trades | 612 | 306 | 306 | 612 | 306 | 306 |
Winning Trades | 478 | 218 | 260 | 258 | 143 | 115 |
Losing Trades | 134 | 88 | 46 | 354 | 163 | 191 |
Profitability (%) | 78.1046 | 71.2418 | 84.9673 | 42.1569 | 46.732 | 37.5817 |
Ratio Avg Win / Avg Loss | 0.093 | 0.3511 | 0.0432 | 1.4441 | 2.8237 | 1.0286 |
Largest Winning Trade | 27034 | 12976 | 27034 | 14614234 | 14614234 | 13543148 |
Largest Losing Trade | -1484532 | -36344 | -1484532 | -47999055 | -4745841 | -47999055 |
Avg Bars in Trades | 36 | 19 | 52 | 36 | 19 | 52 |
Avg Bars in Winners | 12 | 6 | 17 | 50 | 30 | 75 |
Avg Bars in Losers | 120 | 51 | 250 | 25 | 10 | 38 |
Bars Traded | 22124 | 6036 | 16088 | 22124 | 6036 | 16088 |
Profit Streak | 0 | 52.2691 | 0 | 0 | 52.2691 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573520 | -575291 | -575361 | -154323 | 552709 | -582895 |
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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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