Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2060500.1512 | -83394.9417 | -1977105.2095 | 303938.1548 | 13411441.2499 | -13107503.0951 |
Total P&L (%) | -2060.5002 | -83.3949 | -1977.1052 | 303.9382 | 13411.4413 | -13107.5031 |
Avg Daily Profit (%) | -1.1038 | -0.0447 | -1.0592 | 0.0748 | 0.2632 | 0 |
Buy And Hold Return (%) | 313.1069 | 313.1069 | 313.1069 | 313.1069 | 313.1069 | 313.1069 |
Max Trade Drawdown | -2186455 | -203772 | -2051048 | -14916633 | -2645559 | -18480640 |
Profit Factor | 0.2906 | 0.8304 | 0.1806 | 1.0076 | 2.1517 | 0.5381 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 146 | 67 | 79 | 90 | 49 | 41 |
Losing Trades | 61 | 36 | 25 | 117 | 54 | 63 |
Profitability (%) | 70.5314 | 65.0485 | 75.9615 | 43.4783 | 47.5728 | 39.4231 |
Ratio Avg Win / Avg Loss | 0.1214 | 0.4462 | 0.0571 | 1.3099 | 2.3713 | 0.8268 |
Largest Winning Trade | 34387 | 34387 | 19793 | 5826079 | 5826079 | 3889336 |
Largest Losing Trade | -1394968 | -50884 | -1394968 | -10740089 | -2490902 | -10740089 |
Avg Bars in Trades | 106 | 118 | 94 | 106 | 118 | 94 |
Avg Bars in Winners | 45 | 45 | 46 | 149 | 178 | 113 |
Avg Bars in Losers | 251 | 254 | 247 | 73 | 64 | 82 |
Bars Traded | 22063 | 12226 | 9837 | 22063 | 12226 | 9837 |
Profit Streak | 57.1133 | 84.1133 | 57.1133 | 57.1133 | 84.1133 | 57.1133 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575462 | -577697 | -576012 | -470882 | 462845 | -583769 |
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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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