Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2290525.5196 | -126317.4147 | -2164208.1049 | 992723.547 | 17273859.9569 | -16281136.4099 |
Total P&L (%) | -2290.5255 | -126.3174 | -2164.2081 | 992.7235 | 17273.86 | -16281.1364 |
Avg Daily Profit (%) | -1.2203 | -0.0673 | -1.153 | 0.1275 | 0.2752 | 0 |
Buy And Hold Return (%) | 688.7316 | 688.7316 | 688.7316 | 688.7316 | 688.7316 | 688.7316 |
Max Trade Drawdown | -2416852 | -211999 | -2249218 | -19649039 | -2468832 | -21820940 |
Profit Factor | 0.2497 | 0.7382 | 0.158 | 1.0243 | 2.6245 | 0.4626 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 159 | 74 | 85 | 93 | 51 | 42 |
Losing Trades | 42 | 26 | 16 | 108 | 49 | 59 |
Profitability (%) | 79.1045 | 74 | 84.1584 | 46.2687 | 51 | 41.5842 |
Ratio Avg Win / Avg Loss | 0.066 | 0.2594 | 0.0297 | 1.1895 | 2.5216 | 0.6499 |
Largest Winning Trade | 25207 | 25207 | 20639 | 6446441 | 6446441 | 3508558 |
Largest Losing Trade | -1467199 | -52249 | -1467199 | -15628075 | -2468832 | -15628075 |
Avg Bars in Trades | 54 | 61 | 47 | 54 | 61 | 47 |
Avg Bars in Winners | 20 | 18 | 22 | 67 | 81 | 49 |
Avg Bars in Losers | 181 | 183 | 177 | 43 | 40 | 45 |
Bars Traded | 10942 | 6154 | 4788 | 10942 | 6154 | 4788 |
Profit Streak | 66.9813 | 87.4813 | 66.9813 | 66.9813 | 87.4813 | 66.9813 |
Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574299 | -576226 | -575003 | -243471 | 539191 | -582846 |
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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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