Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2023434.6841 | -29902.7827 | -1993531.9014 | -2308170.5983 | 22140131.5498 | -24448302.1481 |
Total P&L (%) | -2023.4347 | -29.9028 | -1993.5319 | -2308.1706 | 22140.1316 | -24448.3021 |
Avg Daily Profit (%) | -1.0837 | -0.016 | -1.0677 | 0 | 0.2899 | 0 |
Buy And Hold Return (%) | 635.7369 | 635.7369 | 635.7369 | 635.7369 | 635.7369 | 635.7369 |
Max Trade Drawdown | -2265621 | -165247 | -2139391 | -41216510 | -4739544 | -44830883 |
Profit Factor | 0.3697 | 0.9359 | 0.2734 | 0.9794 | 1.8715 | 0.7178 |
Total Trades | 324 | 162 | 162 | 324 | 162 | 162 |
Winning Trades | 167 | 75 | 92 | 163 | 84 | 79 |
Losing Trades | 157 | 87 | 70 | 161 | 78 | 83 |
Profitability (%) | 51.5432 | 46.2963 | 56.7901 | 50.3086 | 51.8519 | 48.7654 |
Ratio Avg Win / Avg Loss | 0.3475 | 1.0856 | 0.208 | 0.9674 | 1.7379 | 0.7542 |
Largest Winning Trade | 31866 | 31866 | 26211 | 20747964 | 7365359 | 20747964 |
Largest Losing Trade | -1439084 | -30998 | -1439084 | -26563367 | -4685197 | -26563367 |
Avg Bars in Trades | 34 | 12 | 55 | 34 | 12 | 55 |
Avg Bars in Winners | 31 | 12 | 47 | 32 | 13 | 53 |
Avg Bars in Losers | 36 | 12 | 66 | 35 | 12 | 56 |
Bars Traded | 11048 | 2078 | 8970 | 11048 | 2078 | 8970 |
Profit Streak | 25.2626 | 27.2626 | 25.2626 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577860 | -579439 | -579061 | -579043 | 474089 | -580964 |
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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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