Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1581799.2643 | 222363.9573 | -1804163.2215 | 6252842.9642 | -10630107.5326 | 16882950.4968 |
Total P&L (%) | -1581.7993 | 222.364 | -1804.1632 | 6252.843 | -10630.1075 | 16882.9505 |
Avg Daily Profit (%) | -0.8056 | 0.1132 | -0.9189 | 0.2117 | 0 | 0.2619 |
Buy And Hold Return (%) | 2982.0471 | 2982.0471 | 2982.0471 | 2982.0471 | 2982.0471 | 2982.0471 |
Max Trade Drawdown | -1882834 | -98141 | -1955256 | -39919524 | -35629094 | -15147646 |
Profit Factor | 0.443 | 1.4856 | 0.2426 | 1.0439 | 0.8645 | 1.2637 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 138 | 70 | 68 | 140 | 71 | 69 |
Losing Trades | 128 | 63 | 65 | 126 | 62 | 64 |
Profitability (%) | 51.8797 | 52.6316 | 51.1278 | 52.6316 | 53.3835 | 51.8797 |
Ratio Avg Win / Avg Loss | 0.4109 | 1.337 | 0.2319 | 0.9395 | 0.7549 | 1.1721 |
Largest Winning Trade | 52114 | 48772 | 52114 | 21612861 | 6607630 | 21612861 |
Largest Losing Trade | -1713110 | -57458 | -1713110 | -22971568 | -22971568 | -11361048 |
Avg Bars in Trades | 28 | 30 | 26 | 28 | 30 | 26 |
Avg Bars in Winners | 21 | 23 | 19 | 21 | 23 | 20 |
Avg Bars in Losers | 36 | 37 | 34 | 36 | 38 | 34 |
Bars Traded | 7605 | 4025 | 3580 | 7605 | 4025 | 3580 |
Profit Streak | 401.8789 | 0 | 482.8789 | 401.8789 | 0 | 482.8789 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578279 | -206227 | -579218 | -169434 | -580540 | 330936 |
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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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