Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2328838.9101 | 25672.0467 | -2354510.9569 | -5052740.374 | -31211114.893 | 26158374.519 |
Total P&L (%) | -2328.8389 | 25.672 | -2354.511 | -5052.7404 | -31211.1149 | 26158.3745 |
Avg Daily Profit (%) | -1.2537 | 0.0138 | -1.2676 | 0 | 0 | 0.3003 |
Buy And Hold Return (%) | 9492.7926 | 9492.7926 | 9492.7926 | 9492.7926 | 9492.7926 | 9492.7926 |
Max Trade Drawdown | -2487329 | -145618 | -2428175 | -42485294 | -36447439 | -12098744 |
Profit Factor | 0.1935 | 1.0994 | 0.1045 | 0.928 | 0.3028 | 2.0282 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 186 | 95 | 91 | 117 | 53 | 64 |
Losing Trades | 58 | 27 | 31 | 127 | 69 | 58 |
Profitability (%) | 76.2295 | 77.8689 | 74.5902 | 47.9508 | 43.4426 | 52.459 |
Ratio Avg Win / Avg Loss | 0.0603 | 0.3125 | 0.0356 | 1.0074 | 0.3943 | 1.8381 |
Largest Winning Trade | 17037 | 13597 | 17037 | 33186275 | 2203538 | 33186275 |
Largest Losing Trade | -1685296 | -60868 | -1685296 | -18110233 | -18110233 | -8986572 |
Avg Bars in Trades | 28 | 27 | 29 | 28 | 27 | 29 |
Avg Bars in Winners | 8 | 9 | 7 | 23 | 17 | 27 |
Avg Bars in Losers | 91 | 87 | 94 | 33 | 34 | 31 |
Bars Traded | 6920 | 3303 | 3617 | 6920 | 3303 | 3617 |
Profit Streak | 40.2444 | 144.2444 | 0 | 0 | 0 | 72.9944 |
Trades During Streak | 1 | 8 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575275 | -447595 | -577265 | -578353 | -583280 | 372458 |
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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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