Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2532904.9268 | 17632.7754 | -2550537.7022 | -6843279.3572 | -78577594.4899 | 71734315.1327 |
Total P&L (%) | -2532.9049 | 17.6328 | -2550.5377 | -6843.2794 | -78577.5945 | 71734.3151 |
Avg Daily Profit (%) | -1.3654 | 0.0095 | -1.375 | 0 | 0 | 0.3552 |
Buy And Hold Return (%) | 8296.7723 | 8296.7723 | 8296.7723 | 8296.7723 | 8296.7723 | 8296.7723 |
Max Trade Drawdown | -2671530 | -127342 | -2645623 | -123222833 | -94566661 | -62106843 |
Profit Factor | 0.2082 | 1.0677 | 0.1321 | 0.9688 | 0.375 | 1.7689 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 157 | 73 | 84 | 108 | 53 | 55 |
Losing Trades | 45 | 28 | 17 | 94 | 48 | 46 |
Profitability (%) | 77.7228 | 72.2772 | 83.1683 | 53.4653 | 52.4752 | 54.4554 |
Ratio Avg Win / Avg Loss | 0.0597 | 0.4095 | 0.0267 | 0.8432 | 0.3396 | 1.4795 |
Largest Winning Trade | 18463 | 15654 | 18463 | 58458947 | 3719766 | 58458947 |
Largest Losing Trade | -1788567 | -60045 | -1788567 | -47462516 | -42745569 | -47462516 |
Avg Bars in Trades | 52 | 33 | 72 | 52 | 33 | 72 |
Avg Bars in Winners | 16 | 10 | 21 | 46 | 22 | 68 |
Avg Bars in Losers | 179 | 93 | 321 | 60 | 45 | 76 |
Bars Traded | 10686 | 3405 | 7281 | 10686 | 3405 | 7281 |
Profit Streak | 37.3744 | 76.0411 | 0 | 0 | 0 | 74.3744 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575582 | -489767 | -576588 | -579271 | -580742 | 448477 |
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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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