Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2434444.0001 | -154468.9785 | -2279975.0216 | 34640.8224 | 7696986.7971 | -7662345.9748 |
Total P&L (%) | -2434.444 | -154.469 | -2279.975 | 34.6408 | 7696.9868 | -7662.346 |
Avg Daily Profit (%) | -1.3042 | -0.0828 | -1.2214 | 0.0159 | 0.2336 | 0 |
Buy And Hold Return (%) | 273.6079 | 273.6079 | 273.6079 | 273.6079 | 273.6079 | 273.6079 |
Max Trade Drawdown | -2546233 | -225626 | -2361205 | -7727328 | -813512 | -9997761 |
Profit Factor | 0.2375 | 0.6661 | 0.1648 | 1.0018 | 3.4366 | 0.5386 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 169 | 77 | 92 | 117 | 64 | 53 |
Losing Trades | 71 | 43 | 28 | 123 | 56 | 67 |
Profitability (%) | 70.4167 | 64.1667 | 76.6667 | 48.75 | 53.3333 | 44.1667 |
Ratio Avg Win / Avg Loss | 0.0998 | 0.372 | 0.0502 | 1.0531 | 3.007 | 0.6808 |
Largest Winning Trade | 29346 | 23514 | 29346 | 5299139 | 2990252 | 5299139 |
Largest Losing Trade | -1595640 | -48032 | -1595640 | -7112102 | -504544 | -7112102 |
Avg Bars in Trades | 92 | 64 | 119 | 92 | 64 | 119 |
Avg Bars in Winners | 51 | 28 | 70 | 109 | 84 | 138 |
Avg Bars in Losers | 188 | 129 | 280 | 75 | 41 | 104 |
Bars Traded | 22101 | 7742 | 14359 | 22101 | 7742 | 14359 |
Profit Streak | 47.1213 | 47.1213 | 60.038 | 47.1213 | 47.1213 | 60.038 |
Trades During Streak | 11 | 5 | 7 | 11 | 5 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575174 | -577630 | -575687 | -553463 | 599097 | -581690 |
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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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