Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2990843.4251 | 39592.2227 | -3030435.6478 | -7111573.8088 | -147824689.6033 | 140713115.7945 |
Total P&L (%) | -2990.8434 | 39.5922 | -3030.4356 | -7111.5738 | -147824.6896 | 140713.1158 |
Avg Daily Profit (%) | -1.6127 | 0.0213 | -1.6341 | 0 | 0 | 0.3917 |
Buy And Hold Return (%) | 4568.2748 | 4568.2748 | 4568.2748 | 4568.2748 | 4568.2748 | 4568.2748 |
Max Trade Drawdown | -3200377 | -109882 | -3143471 | -215460511 | -180386387 | -68626273 |
Profit Factor | 0.216 | 1.1354 | 0.1397 | 0.9822 | 0.441 | 2.0489 |
Total Trades | 259 | 130 | 129 | 259 | 130 | 129 |
Winning Trades | 202 | 95 | 107 | 151 | 74 | 77 |
Losing Trades | 57 | 35 | 22 | 108 | 56 | 52 |
Profitability (%) | 77.9923 | 73.0769 | 82.9457 | 58.3012 | 56.9231 | 59.6899 |
Ratio Avg Win / Avg Loss | 0.061 | 0.4183 | 0.0287 | 0.7025 | 0.3337 | 1.3837 |
Largest Winning Trade | 26504 | 26504 | 21298 | 67516959 | 10258533 | 67516959 |
Largest Losing Trade | -2175699 | -61806 | -2175699 | -123051701 | -123051701 | -46023818 |
Avg Bars in Trades | 83 | 43 | 123 | 83 | 43 | 123 |
Avg Bars in Winners | 28 | 19 | 37 | 71 | 30 | 109 |
Avg Bars in Losers | 275 | 108 | 542 | 100 | 59 | 143 |
Bars Traded | 21548 | 5608 | 15940 | 21548 | 5608 | 15940 |
Profit Streak | 38.2651 | 81.1817 | 38.2651 | 0 | 0 | 0 |
Trades During Streak | 3 | 5 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574362 | -399167 | -575991 | -578346 | -580089 | 486143 |
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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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