Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2084314.4428 | 79529.8655 | -2163844.3082 | -11941927.301 | -60723649.6096 | 48781722.3086 |
Total P&L (%) | -2084.3144 | 79.5299 | -2163.8443 | -11941.9273 | -60723.6496 | 48781.7223 |
Avg Daily Profit (%) | -1.1212 | 0.0428 | -1.164 | 0 | 0 | 0.3336 |
Buy And Hold Return (%) | 7603.0162 | 7603.0162 | 7603.0162 | 7603.0162 | 7603.0162 | 7603.0162 |
Max Trade Drawdown | -2220847 | -140781 | -2238285 | -130396326 | -73104830 | -87198716 |
Profit Factor | 0.2302 | 1.3585 | 0.1295 | 0.9423 | 0.383 | 1.449 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 195 | 98 | 97 | 128 | 61 | 67 |
Losing Trades | 39 | 19 | 20 | 106 | 56 | 50 |
Profitability (%) | 83.3333 | 83.7607 | 82.906 | 54.7009 | 52.1368 | 57.265 |
Ratio Avg Win / Avg Loss | 0.046 | 0.2634 | 0.0267 | 0.7804 | 0.3516 | 1.0813 |
Largest Winning Trade | 14358 | 12460 | 14358 | 58969947 | 3524110 | 58969947 |
Largest Losing Trade | -1535567 | -55425 | -1535567 | -82453087 | -30561640 | -82453087 |
Avg Bars in Trades | 44 | 43 | 45 | 44 | 43 | 45 |
Avg Bars in Winners | 11 | 14 | 9 | 36 | 28 | 44 |
Avg Bars in Losers | 207 | 191 | 221 | 53 | 59 | 46 |
Bars Traded | 10399 | 5076 | 5323 | 10399 | 5076 | 5323 |
Profit Streak | 42.3052 | 68.3052 | 42.3052 | 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 | -573917 | -297045 | -576020 | -578944 | -580744 | 377398 |
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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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