Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3207302.6365 | -168181.6383 | -3039120.9982 | -99992.7313 | -7157177.7237 | 7057184.9924 |
Total P&L (%) | -3207.3026 | -168.1816 | -3039.121 | -99.9927 | -7157.1777 | 7057.185 |
Avg Daily Profit (%) | -1.5401 | -0.0808 | -1.4594 | -0.4565 | 0 | 0.2053 |
Buy And Hold Return (%) | 89.1089 | 89.1089 | 89.1089 | 89.1089 | 89.1089 | 89.1089 |
Max Trade Drawdown | -3412877 | -259391 | -3201505 | -19362881 | -9249988 | -13480251 |
Profit Factor | 0.2878 | 0.7837 | 0.1844 | 0.9973 | 0.6116 | 1.3821 |
Total Trades | 314 | 157 | 157 | 314 | 157 | 157 |
Winning Trades | 180 | 81 | 99 | 150 | 72 | 78 |
Losing Trades | 134 | 76 | 58 | 164 | 85 | 79 |
Profitability (%) | 57.3248 | 51.5924 | 63.0573 | 47.7707 | 45.8599 | 49.6815 |
Ratio Avg Win / Avg Loss | 0.2143 | 0.7353 | 0.108 | 1.0904 | 0.722 | 1.3999 |
Largest Winning Trade | 34063 | 31612 | 34063 | 17984228 | 3072772 | 17984228 |
Largest Losing Trade | -2572748 | -47150 | -2572748 | -10739215 | -5421007 | -10739215 |
Avg Bars in Trades | 77 | 44 | 111 | 77 | 44 | 111 |
Avg Bars in Winners | 54 | 41 | 65 | 75 | 39 | 108 |
Avg Bars in Losers | 109 | 48 | 190 | 80 | 49 | 114 |
Bars Traded | 24485 | 6998 | 17488 | 24485 | 6998 | 17488 |
Profit Streak | 23.3828 | 27.9661 | 23.3828 | 23.3828 | 27.9661 | 23.3828 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577151 | -579763 | -578272 | -577301 | -581580 | 336884 |
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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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