Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1670528.5024 | -15618.1382 | -1654910.3642 | -71789.6159 | 15836132.3226 | -15907921.9385 |
Total P&L (%) | -1670.5285 | -15.6181 | -1654.9104 | -71.7896 | 15836.1323 | -15907.9219 |
Avg Daily Profit (%) | -0.8934 | -0.0084 | -0.885 | -0.0677 | 0.2716 | 0 |
Buy And Hold Return (%) | 5214.3055 | 5214.3055 | 5214.3055 | 5214.3055 | 5214.3055 | 5214.3055 |
Max Trade Drawdown | -1768752 | -184523 | -1694684 | -26130973 | -9349770 | -29690781 |
Profit Factor | 0.3883 | 0.9718 | 0.2396 | 0.999 | 1.5686 | 0.665 |
Total Trades | 487 | 244 | 243 | 487 | 244 | 243 |
Winning Trades | 300 | 152 | 148 | 246 | 135 | 111 |
Losing Trades | 187 | 92 | 95 | 241 | 109 | 132 |
Profitability (%) | 61.6016 | 62.2951 | 60.9054 | 50.5133 | 55.3279 | 45.679 |
Ratio Avg Win / Avg Loss | 0.2421 | 0.5882 | 0.1538 | 0.9787 | 1.2665 | 0.7908 |
Largest Winning Trade | 22935 | 22935 | 20366 | 10010847 | 10010847 | 7697431 |
Largest Losing Trade | -855022 | -54881 | -855022 | -16341550 | -2531353 | -16341550 |
Avg Bars in Trades | 44 | 43 | 46 | 44 | 43 | 46 |
Avg Bars in Winners | 19 | 21 | 17 | 38 | 36 | 40 |
Avg Bars in Losers | 85 | 79 | 91 | 51 | 51 | 51 |
Bars Traded | 21864 | 10562 | 11302 | 21864 | 10562 | 11302 |
Profit Streak | 0 | 0 | 25.1534 | 0 | 0 | 25.1535 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576729 | -578463 | -578105 | -578166 | 313502 | -581199 |
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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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