Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1376996.5781 | 114629.6878 | -1491626.266 | -866450.7137 | 32612383.6964 | -33478834.4102 |
Total P&L (%) | -1376.9966 | 114.6297 | -1491.6263 | -866.4507 | 32612.3837 | -33478.8344 |
Avg Daily Profit (%) | -0.7015 | 0.0584 | -0.7599 | 0 | 0.2954 | 0 |
Buy And Hold Return (%) | 10678.4091 | 10678.4091 | 10678.4091 | 10678.4091 | 10678.4091 | 10678.4091 |
Max Trade Drawdown | -1522533 | -157430 | -1425802 | -64202141 | -2650351 | -68278900 |
Profit Factor | 0.4466 | 1.2498 | 0.2649 | 0.9909 | 3.6083 | 0.5944 |
Total Trades | 339 | 169 | 170 | 339 | 169 | 170 |
Winning Trades | 182 | 88 | 94 | 160 | 84 | 76 |
Losing Trades | 157 | 81 | 76 | 179 | 85 | 94 |
Profitability (%) | 53.6873 | 52.071 | 55.2941 | 47.1976 | 49.7041 | 44.7059 |
Ratio Avg Win / Avg Loss | 0.3852 | 1.1503 | 0.2142 | 1.1086 | 3.6513 | 0.7352 |
Largest Winning Trade | 63297 | 43543 | 63297 | 14764651 | 11418330 | 14764651 |
Largest Losing Trade | -833109 | -50626 | -833109 | -64202141 | -1445453 | -64202141 |
Avg Bars in Trades | 34 | 33 | 35 | 34 | 33 | 35 |
Avg Bars in Winners | 23 | 21 | 25 | 44 | 45 | 43 |
Avg Bars in Losers | 46 | 45 | 47 | 25 | 21 | 28 |
Bars Traded | 11631 | 5632 | 5999 | 11631 | 5632 | 5999 |
Profit Streak | 414.02 | 0 | 461.02 | 0 | 486.6867 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577942 | -280349 | -578795 | -578428 | 508166 | -582501 |
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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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