Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2701118.847 | 12276.3858 | -2713395.2328 | -7095913.8881 | -52974653.5717 | 45878739.6836 |
Total P&L (%) | -2701.1188 | 12.2764 | -2713.3952 | -7095.9139 | -52974.6536 | 45878.7397 |
Avg Daily Profit (%) | -1.4466 | 0.0066 | -1.4532 | 0 | 0 | 0.3289 |
Buy And Hold Return (%) | 7910.3558 | 7910.3558 | 7910.3558 | 7910.3558 | 7910.3558 | 7910.3558 |
Max Trade Drawdown | -2838188 | -127542 | -2778026 | -94650725 | -65600664 | -42225565 |
Profit Factor | 0.1862 | 1.0417 | 0.1029 | 0.9555 | 0.4234 | 1.6799 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 198 | 99 | 99 | 157 | 76 | 81 |
Losing Trades | 46 | 23 | 23 | 87 | 46 | 41 |
Profitability (%) | 81.1475 | 81.1475 | 81.1475 | 64.3443 | 62.2951 | 66.3934 |
Ratio Avg Win / Avg Loss | 0.0433 | 0.242 | 0.0239 | 0.5295 | 0.2563 | 0.8503 |
Largest Winning Trade | 18852 | 18852 | 11998 | 52114234 | 3915266 | 52114234 |
Largest Losing Trade | -1929183 | -62114 | -1929183 | -35190875 | -34964782 | -35190875 |
Avg Bars in Trades | 42 | 41 | 44 | 42 | 41 | 44 |
Avg Bars in Winners | 10 | 12 | 8 | 30 | 24 | 36 |
Avg Bars in Losers | 181 | 164 | 199 | 64 | 69 | 59 |
Bars Traded | 10406 | 5035 | 5371 | 10406 | 5035 | 5371 |
Profit Streak | 45.6395 | 45.6395 | 51.1395 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574512 | -521546 | -576165 | -577641 | -579414 | 382999 |
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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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