Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1968635.5003 | -14203.0578 | -1954432.4426 | -68304.7685 | -1584129.8683 | 1515825.0998 |
Total P&L (%) | -1968.6355 | -14.2031 | -1954.4324 | -68.3048 | -1584.1299 | 1515.8251 |
Avg Daily Profit (%) | -1.096 | -0.0079 | -1.0881 | -0.0639 | 0 | 0.155 |
Buy And Hold Return (%) | 380.6593 | 380.6593 | 380.6593 | 380.6593 | 380.6593 | 380.6593 |
Max Trade Drawdown | -2058079 | -239524 | -2025736 | -5501076 | -1719418 | -4673350 |
Profit Factor | 0.3754 | 0.9736 | 0.252 | 0.9915 | 0.351 | 1.2731 |
Total Trades | 633 | 317 | 316 | 633 | 317 | 316 |
Winning Trades | 472 | 217 | 255 | 448 | 204 | 244 |
Losing Trades | 161 | 100 | 61 | 185 | 113 | 72 |
Profitability (%) | 74.5656 | 68.4543 | 80.6962 | 70.7741 | 64.3533 | 77.2152 |
Ratio Avg Win / Avg Loss | 0.128 | 0.4487 | 0.0603 | 0.4094 | 0.1944 | 0.3757 |
Largest Winning Trade | 20879 | 16923 | 20879 | 5951260 | 187678 | 5951260 |
Largest Losing Trade | -1703125 | -60163 | -1703125 | -3657197 | -321360 | -3657197 |
Avg Bars in Trades | 33 | 27 | 40 | 33 | 27 | 40 |
Avg Bars in Winners | 11 | 8 | 14 | 13 | 8 | 18 |
Avg Bars in Losers | 98 | 68 | 146 | 81 | 60 | 114 |
Bars Traded | 21290 | 8602 | 12689 | 21290 | 8602 | 12689 |
Profit Streak | 4.6481 | 4.6481 | 20.5648 | 4.6481 | 4.6481 | 20.5648 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573018 | -576619 | -574665 | -573509 | -577151 | 336660 |
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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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