Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2926351.0803 | 58645.7357 | -2984996.816 | 2420785.5687 | 106381351.8984 | -103960566.3297 |
Total P&L (%) | -2926.3511 | 58.6457 | -2984.9968 | 2420.7856 | 106381.3519 | -103960.5663 |
Avg Daily Profit (%) | -1.4322 | 0.0287 | -1.4609 | 0.1581 | 0.3417 | 0 |
Buy And Hold Return (%) | 3924.1657 | 3924.1657 | 3924.1657 | 3924.1657 | 3924.1657 | 3924.1657 |
Max Trade Drawdown | -3119651 | -68237 | -3166476 | -383277283 | -94162896 | -469737715 |
Profit Factor | 0.2701 | 1.2563 | 0.2104 | 1.0021 | 1.4614 | 0.8888 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 119 | 55 | 64 | 89 | 43 | 46 |
Losing Trades | 49 | 29 | 20 | 79 | 41 | 38 |
Profitability (%) | 70.8333 | 65.4762 | 76.1905 | 52.9762 | 51.1905 | 54.7619 |
Ratio Avg Win / Avg Loss | 0.1112 | 0.6624 | 0.0658 | 0.8895 | 1.3934 | 0.7342 |
Largest Winning Trade | 49706 | 20003 | 49706 | 381937556 | 139179732 | 381937556 |
Largest Losing Trade | -1536221 | -42318 | -1536221 | -220688446 | -30171083 | -220688446 |
Avg Bars in Trades | 47 | 9 | 84 | 47 | 9 | 84 |
Avg Bars in Winners | 23 | 5 | 39 | 43 | 8 | 75 |
Avg Bars in Losers | 104 | 17 | 230 | 51 | 10 | 95 |
Bars Traded | 7916 | 788 | 7128 | 7916 | 788 | 7128 |
Profit Streak | 274.2654 | 274.2654 | 287.2654 | 274.2654 | 274.2654 | 287.2654 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576228 | -319343 | -576086 | -375772 | 396397 | -579141 |
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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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