Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2744712.2305 | -1727.0363 | -2742985.1942 | -3833090.8483 | -49902592.7901 | 46069501.9418 |
Total P&L (%) | -2744.7122 | -1.727 | -2742.9852 | -3833.0908 | -49902.5928 | 46069.5019 |
Avg Daily Profit (%) | -1.4714 | -0.0009 | -1.4705 | 0 | 0 | 0.3294 |
Buy And Hold Return (%) | 7914.054 | 7914.054 | 7914.054 | 7914.054 | 7914.054 | 7914.054 |
Max Trade Drawdown | -2861731 | -130826 | -2798649 | -78461357 | -58394426 | -30967989 |
Profit Factor | 0.1842 | 0.9943 | 0.1043 | 0.9704 | 0.3707 | 1.9156 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 204 | 102 | 102 | 153 | 75 | 78 |
Losing Trades | 46 | 23 | 23 | 97 | 50 | 47 |
Profitability (%) | 81.6 | 81.6 | 81.6 | 61.2 | 60 | 62.4 |
Ratio Avg Win / Avg Loss | 0.0415 | 0.2242 | 0.0235 | 0.6152 | 0.2472 | 1.1543 |
Largest Winning Trade | 23253 | 23253 | 14394 | 48741398 | 3310455 | 48741398 |
Largest Losing Trade | -1929183 | -62277 | -1929183 | -29664235 | -29664235 | -23441335 |
Avg Bars in Trades | 41 | 40 | 43 | 41 | 40 | 43 |
Avg Bars in Winners | 10 | 12 | 8 | 30 | 23 | 37 |
Avg Bars in Losers | 179 | 162 | 197 | 58 | 64 | 52 |
Bars Traded | 10406 | 5020 | 5386 | 10406 | 5020 | 5386 |
Profit Streak | 49.1903 | 82.5237 | 0 | 0 | 0 | 73.6903 |
Trades During Streak | 1 | 6 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574862 | -575175 | -576678 | -578018 | -579704 | 461787 |
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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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