Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1936447.9629 | -128357.8591 | -1808090.1038 | -50525.6234 | 4541374.4307 | -4591900.0541 |
Total P&L (%) | -1936.448 | -128.3579 | -1808.0901 | -50.5256 | 4541.3744 | -4591.9001 |
Avg Daily Profit (%) | -1.0307 | -0.0683 | -0.9623 | -0.0374 | 0.2045 | 0 |
Buy And Hold Return (%) | 371.5961 | 371.5961 | 371.5961 | 371.5961 | 371.5961 | 371.5961 |
Max Trade Drawdown | -2130323 | -241134 | -1918691 | -7245244 | -1259850 | -6280870 |
Profit Factor | 0.2735 | 0.7373 | 0.1694 | 0.9961 | 2.7301 | 0.5504 |
Total Trades | 403 | 202 | 201 | 403 | 202 | 201 |
Winning Trades | 326 | 160 | 166 | 182 | 92 | 90 |
Losing Trades | 77 | 42 | 35 | 221 | 110 | 111 |
Profitability (%) | 80.8933 | 79.2079 | 82.5871 | 45.1613 | 45.5446 | 44.7761 |
Ratio Avg Win / Avg Loss | 0.0646 | 0.1935 | 0.0357 | 1.2095 | 3.2643 | 0.6788 |
Largest Winning Trade | 28734 | 28734 | 19644 | 4291629 | 3589491 | 4291629 |
Largest Losing Trade | -1188234 | -60993 | -1188234 | -4870488 | -333444 | -4870488 |
Avg Bars in Trades | 55 | 66 | 44 | 55 | 66 | 44 |
Avg Bars in Winners | 13 | 14 | 12 | 75 | 99 | 51 |
Avg Bars in Losers | 232 | 264 | 194 | 38 | 38 | 38 |
Bars Traded | 22321 | 13403 | 8918 | 22321 | 13403 | 8918 |
Profit Streak | 1.2274 | 1.2274 | 14.8941 | 1.2274 | 1.2274 | 14.8941 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577067 | -579231 | -574548 | -581257 | 335252 | -580720 |
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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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