Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2732229.4389 | 48207.8806 | -2780437.3195 | -7474495.0893 | -133967138.1396 | 126492643.0503 |
Total P&L (%) | -2732.2294 | 48.2079 | -2780.4373 | -7474.4951 | -133967.1381 | 126492.6431 |
Avg Daily Profit (%) | -1.4481 | 0.0256 | -1.4737 | 0 | 0 | 0.3793 |
Buy And Hold Return (%) | 6805.6658 | 6805.6658 | 6805.6658 | 6805.6658 | 6805.6658 | 6805.6658 |
Max Trade Drawdown | -2928566 | -117732 | -2891460 | -189729095 | -153127474 | -86382659 |
Profit Factor | 0.2228 | 1.1834 | 0.1452 | 0.9796 | 0.4074 | 1.9054 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 195 | 92 | 103 | 136 | 63 | 73 |
Losing Trades | 49 | 30 | 19 | 108 | 59 | 49 |
Profitability (%) | 79.918 | 75.4098 | 84.4262 | 55.7377 | 51.6393 | 59.8361 |
Ratio Avg Win / Avg Loss | 0.056 | 0.3859 | 0.0268 | 0.7779 | 0.3816 | 1.279 |
Largest Winning Trade | 27633 | 27633 | 22510 | 63750538 | 13181464 | 63750538 |
Largest Losing Trade | -1957993 | -58742 | -1957993 | -94700911 | -94700911 | -47903280 |
Avg Bars in Trades | 30 | 15 | 45 | 30 | 15 | 45 |
Avg Bars in Winners | 10 | 6 | 14 | 26 | 10 | 40 |
Avg Bars in Losers | 108 | 41 | 214 | 34 | 19 | 52 |
Bars Traded | 7388 | 1843 | 5545 | 7388 | 1843 | 5545 |
Profit Streak | 16.0248 | 192.5248 | 0 | 0 | 0 | 106.0248 |
Trades During Streak | 1 | 13 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575045 | -339751 | -576411 | -578757 | -580517 | 506880 |
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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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