Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2212288.2884 | 90572.5047 | -2302860.7931 | -12477456.7415 | -80846201.9262 | 68368745.1847 |
Total P&L (%) | -2212.2883 | 90.5725 | -2302.8608 | -12477.4567 | -80846.2019 | 68368.7452 |
Avg Daily Profit (%) | -1.1866 | 0.0486 | -1.2352 | 0 | 0 | 0.3508 |
Buy And Hold Return (%) | 6247.8663 | 6247.8663 | 6247.8663 | 6247.8663 | 6247.8663 | 6247.8663 |
Max Trade Drawdown | -2423674 | -81224 | -2435688 | -161009348 | -95010574 | -117528494 |
Profit Factor | 0.262 | 1.5104 | 0.1835 | 0.9581 | 0.4035 | 1.4217 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 151 | 67 | 84 | 104 | 42 | 62 |
Losing Trades | 50 | 34 | 16 | 97 | 59 | 38 |
Profitability (%) | 75.1244 | 66.3366 | 84 | 51.7413 | 41.5842 | 62 |
Ratio Avg Win / Avg Loss | 0.0868 | 0.7665 | 0.0349 | 0.8936 | 0.5669 | 0.8714 |
Largest Winning Trade | 31167 | 31167 | 21825 | 39429948 | 10852022 | 39429948 |
Largest Losing Trade | -1479780 | -45693 | -1479780 | -83638650 | -62502783 | -83638650 |
Avg Bars in Trades | 106 | 26 | 188 | 106 | 26 | 188 |
Avg Bars in Winners | 49 | 13 | 77 | 103 | 17 | 161 |
Avg Bars in Losers | 281 | 51 | 770 | 110 | 32 | 232 |
Bars Traded | 21505 | 2639 | 18866 | 21505 | 2639 | 18866 |
Profit Streak | 47.3858 | 89.9691 | 0 | 0 | 0 | 89.3024 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575909 | -290760 | -576510 | -579499 | -584058 | 371305 |
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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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