Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2109889.852 | -103637.9828 | -2006251.8692 | 895461.2309 | 21833764.0758 | -20938302.845 |
Total P&L (%) | -2109.8899 | -103.638 | -2006.2519 | 895.4612 | 21833.7641 | -20938.3028 |
Avg Daily Profit (%) | -1.1245 | -0.0552 | -1.0692 | 0.1226 | 0.2877 | 0 |
Buy And Hold Return (%) | 420.2121 | 420.2121 | 420.2121 | 420.2121 | 420.2121 | 420.2121 |
Max Trade Drawdown | -2309897 | -216674 | -2120387 | -26735810 | -3422465 | -29770199 |
Profit Factor | 0.2825 | 0.7875 | 0.1821 | 1.014 | 2.3538 | 0.5629 |
Total Trades | 354 | 177 | 177 | 354 | 177 | 177 |
Winning Trades | 266 | 125 | 141 | 168 | 88 | 80 |
Losing Trades | 88 | 52 | 36 | 186 | 89 | 97 |
Profitability (%) | 75.1412 | 70.6215 | 79.661 | 47.4576 | 49.7175 | 45.1977 |
Ratio Avg Win / Avg Loss | 0.0935 | 0.3276 | 0.0465 | 1.1226 | 2.3805 | 0.6825 |
Largest Winning Trade | 24255 | 18176 | 24255 | 11122489 | 8588042 | 11122489 |
Largest Losing Trade | -1357488 | -58312 | -1357488 | -21240439 | -2595643 | -21240439 |
Avg Bars in Trades | 62 | 69 | 55 | 62 | 69 | 55 |
Avg Bars in Winners | 24 | 21 | 28 | 75 | 91 | 59 |
Avg Bars in Losers | 176 | 185 | 163 | 50 | 47 | 52 |
Bars Traded | 22133 | 12287 | 9846 | 22133 | 12287 | 9846 |
Profit Streak | 43.2631 | 43.2631 | 67.4297 | 43.2631 | 43.2631 | 67.4297 |
Trades During Streak | 9 | 4 | 9 | 9 | 4 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574014 | -576235 | -574931 | -237633 | 541074 | -580643 |
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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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