Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -12996300.2781 | 34909.5707 | -13031209.8488 | 5089539.9857 | 46655534.851 | -41565994.8654 |
Total P&L (%) | -12996.3003 | 34.9096 | -13031.2098 | 5089.54 | 46655.5349 | -41565.9949 |
Avg Daily Profit (%) | -5.4918 | 0.0148 | -5.5065 | 0.167 | 0.2601 | 0 |
Buy And Hold Return (%) | 551.324 | 551.324 | 551.324 | 551.324 | 551.324 | 551.324 |
Max Trade Drawdown | -13165371 | -89997 | -13168898 | -159415795 | -49321959 | -164982701 |
Profit Factor | 0.0759 | 1.1047 | 0.051 | 1.0102 | 1.2851 | 0.8759 |
Total Trades | 284 | 142 | 142 | 284 | 142 | 142 |
Winning Trades | 161 | 78 | 83 | 147 | 72 | 75 |
Losing Trades | 123 | 64 | 59 | 137 | 70 | 67 |
Profitability (%) | 56.6901 | 54.9296 | 58.4507 | 51.7606 | 50.7042 | 52.8169 |
Ratio Avg Win / Avg Loss | 0.058 | 0.9064 | 0.0362 | 0.9415 | 1.2494 | 0.7825 |
Largest Winning Trade | 39155 | 22490 | 39155 | 79742835 | 65276194 | 79742835 |
Largest Losing Trade | -13159734 | -45228 | -13159734 | -34067924 | -27230570 | -34067924 |
Avg Bars in Trades | 47 | 18 | 76 | 47 | 18 | 76 |
Avg Bars in Winners | 34 | 13 | 54 | 37 | 18 | 55 |
Avg Bars in Losers | 65 | 25 | 108 | 58 | 19 | 100 |
Bars Traded | 13598 | 2680 | 10918 | 13598 | 2680 | 10918 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578425 | -445228 | -579860 | -201497 | 314462 | -580590 |
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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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