Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1605135.1433 | 216048.8199 | -1821183.9632 | 5014343.9712 | -11343424.2897 | 16357768.2609 |
Total P&L (%) | -1605.1351 | 216.0488 | -1821.184 | 5014.344 | -11343.4243 | 16357.7683 |
Avg Daily Profit (%) | -0.8175 | 0.11 | -0.9275 | 0.2006 | 0 | 0.2603 |
Buy And Hold Return (%) | 1504.2283 | 1504.2283 | 1504.2283 | 1504.2283 | 1504.2283 | 1504.2283 |
Max Trade Drawdown | -1887214 | -95956 | -1965454 | -32411008 | -29171545 | -12989747 |
Profit Factor | 0.4371 | 1.4629 | 0.2363 | 1.04 | 0.838 | 1.295 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 137 | 69 | 68 | 139 | 70 | 69 |
Losing Trades | 129 | 64 | 65 | 127 | 63 | 64 |
Profitability (%) | 51.5038 | 51.8797 | 51.1278 | 52.2556 | 52.6316 | 51.8797 |
Ratio Avg Win / Avg Loss | 0.4116 | 1.3569 | 0.2259 | 0.9502 | 0.7542 | 1.2012 |
Largest Winning Trade | 52114 | 48772 | 52114 | 21544473 | 5359364 | 21544473 |
Largest Losing Trade | -1713110 | -57458 | -1713110 | -19656763 | -19656763 | -9721645 |
Avg Bars in Trades | 28 | 30 | 26 | 28 | 30 | 26 |
Avg Bars in Winners | 21 | 23 | 19 | 21 | 23 | 20 |
Avg Bars in Losers | 35 | 37 | 34 | 35 | 37 | 34 |
Bars Traded | 7559 | 3994 | 3565 | 7559 | 3994 | 3565 |
Profit Streak | 412.5073 | 0 | 441.2573 | 412.5073 | 0 | 441.2573 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578328 | -210752 | -579970 | -170462 | -580638 | 342403 |
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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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