Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2712576.1153 | 43011.9395 | -2755588.0548 | -9942258.8795 | -97533591.658 | 87591332.7785 |
Total P&L (%) | -2712.5761 | 43.0119 | -2755.5881 | -9942.2589 | -97533.5917 | 87591.3328 |
Avg Daily Profit (%) | -1.4556 | 0.0231 | -1.4787 | 0 | 0 | 0.3643 |
Buy And Hold Return (%) | 5348.4145 | 5348.4145 | 5348.4145 | 5348.4145 | 5348.4145 | 5348.4145 |
Max Trade Drawdown | -2879683 | -71078 | -2873469 | -263013127 | -114511360 | -205821043 |
Profit Factor | 0.2368 | 1.1774 | 0.1679 | 0.98 | 0.5719 | 1.325 |
Total Trades | 407 | 204 | 203 | 407 | 204 | 203 |
Winning Trades | 309 | 135 | 174 | 234 | 106 | 128 |
Losing Trades | 98 | 69 | 29 | 173 | 98 | 75 |
Profitability (%) | 75.9214 | 66.1765 | 85.7143 | 57.4939 | 51.9608 | 63.0542 |
Ratio Avg Win / Avg Loss | 0.0751 | 0.6018 | 0.028 | 0.7245 | 0.5287 | 0.7763 |
Largest Winning Trade | 20046 | 20046 | 18377 | 44849709 | 16660529 | 44849709 |
Largest Losing Trade | -1907214 | -39708 | -1907214 | -149782883 | -87427496 | -149782883 |
Avg Bars in Trades | 52 | 13 | 92 | 52 | 13 | 92 |
Avg Bars in Winners | 19 | 5 | 30 | 44 | 8 | 74 |
Avg Bars in Losers | 157 | 29 | 461 | 64 | 19 | 122 |
Bars Traded | 21508 | 2823 | 18685 | 21508 | 2823 | 18685 |
Profit Streak | 47.3435 | 95.3435 | 47.3435 | 0 | 0 | 0 |
Trades During Streak | 3 | 4 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573872 | -350630 | -574988 | -577679 | -579733 | 367598 |
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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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