Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2105382.722 | 60632.1237 | -2166014.8458 | -7209722.343 | -51663061.6165 | 44453339.2735 |
Total P&L (%) | -2105.3827 | 60.6321 | -2166.0148 | -7209.7223 | -51663.0616 | 44453.3393 |
Avg Daily Profit (%) | -1.1286 | 0.0325 | -1.1611 | 0 | 0 | 0.3275 |
Buy And Hold Return (%) | 7347.3494 | 7347.3494 | 7347.3494 | 7347.3494 | 7347.3494 | 7347.3494 |
Max Trade Drawdown | -2247906 | -155053 | -2235784 | -95514708 | -61747462 | -50812884 |
Profit Factor | 0.2183 | 1.271 | 0.1229 | 0.9502 | 0.3361 | 1.6636 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 189 | 97 | 92 | 118 | 56 | 62 |
Losing Trades | 39 | 17 | 22 | 110 | 58 | 52 |
Profitability (%) | 82.8947 | 85.0877 | 80.7018 | 51.7544 | 49.1228 | 54.386 |
Ratio Avg Win / Avg Loss | 0.045 | 0.2228 | 0.0294 | 0.8858 | 0.3481 | 1.3953 |
Largest Winning Trade | 14358 | 13785 | 14358 | 48614805 | 2854804 | 48614805 |
Largest Losing Trade | -1512128 | -56870 | -1512128 | -48047486 | -26357443 | -48047486 |
Avg Bars in Trades | 45 | 44 | 46 | 45 | 44 | 46 |
Avg Bars in Winners | 12 | 15 | 8 | 37 | 26 | 46 |
Avg Bars in Losers | 207 | 210 | 205 | 54 | 61 | 46 |
Bars Traded | 10399 | 5093 | 5306 | 10399 | 5093 | 5306 |
Profit Streak | 48.7961 | 74.7961 | 48.7961 | 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 | -573997 | -311175 | -576231 | -579357 | -581370 | 390657 |
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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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