Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2766273.0948 | 7876.5206 | -2774149.6155 | -7102943.3405 | -67880019.3463 | 60777076.0058 |
Total P&L (%) | -2766.2731 | 7.8765 | -2774.1496 | -7102.9433 | -67880.0193 | 60777.076 |
Avg Daily Profit (%) | -1.4803 | 0.0042 | -1.4846 | 0 | 0 | 0.3437 |
Buy And Hold Return (%) | 6384.5152 | 6384.5152 | 6384.5152 | 6384.5152 | 6384.5152 | 6384.5152 |
Max Trade Drawdown | -2880700 | -136081 | -2847685 | -90289783 | -81378687 | -36267165 |
Profit Factor | 0.2104 | 1.0251 | 0.1301 | 0.9605 | 0.4066 | 1.9262 |
Total Trades | 301 | 151 | 150 | 301 | 151 | 150 |
Winning Trades | 243 | 116 | 127 | 158 | 73 | 85 |
Losing Trades | 58 | 35 | 23 | 143 | 78 | 65 |
Profitability (%) | 80.7309 | 76.8212 | 84.6667 | 52.4917 | 48.3444 | 56.6667 |
Ratio Avg Win / Avg Loss | 0.0502 | 0.3093 | 0.0236 | 0.8694 | 0.4345 | 1.4729 |
Largest Winning Trade | 18463 | 11559 | 18463 | 42971090 | 3470748 | 42971090 |
Largest Losing Trade | -1924833 | -60196 | -1924833 | -36688043 | -36688043 | -25308918 |
Avg Bars in Trades | 35 | 21 | 49 | 35 | 21 | 49 |
Avg Bars in Winners | 10 | 7 | 13 | 31 | 13 | 46 |
Avg Bars in Losers | 140 | 69 | 247 | 40 | 29 | 53 |
Bars Traded | 10711 | 3283 | 7428 | 10711 | 3283 | 7428 |
Profit Streak | 53.638 | 92.3047 | 53.638 | 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 | -573836 | -542206 | -575364 | -578880 | -580908 | 464659 |
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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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