Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1072385.2472 | 64832.8363 | -1137218.0835 | -95583.2979 | 2834129.5481 | -2929712.846 |
Total P&L (%) | -1072.3852 | 64.8328 | -1137.2181 | -95.5833 | 2834.1295 | -2929.7128 |
Avg Daily Profit (%) | -0.4941 | 0.0299 | -0.524 | -0.1436 | 0.1558 | 0 |
Buy And Hold Return (%) | 418.4564 | 418.4564 | 418.4564 | 418.4564 | 418.4564 | 418.4564 |
Max Trade Drawdown | -1312552 | -140738 | -1269854 | -3905000 | -1316970 | -5009779 |
Profit Factor | 0.4865 | 1.1751 | 0.3381 | 0.9917 | 2.0061 | 0.6615 |
Total Trades | 304 | 152 | 152 | 304 | 152 | 152 |
Winning Trades | 234 | 112 | 122 | 186 | 88 | 98 |
Losing Trades | 70 | 40 | 30 | 118 | 64 | 54 |
Profitability (%) | 76.9737 | 73.6842 | 80.2632 | 61.1842 | 57.8947 | 64.4737 |
Ratio Avg Win / Avg Loss | 0.1455 | 0.4197 | 0.0832 | 0.6291 | 1.459 | 0.3645 |
Largest Winning Trade | 33245 | 18505 | 33245 | 2760188 | 2037359 | 2760188 |
Largest Losing Trade | -948302 | -62181 | -948302 | -3052742 | -281275 | -3052742 |
Avg Bars in Trades | 27 | 23 | 32 | 27 | 23 | 32 |
Avg Bars in Winners | 9 | 9 | 9 | 19 | 19 | 19 |
Avg Bars in Losers | 89 | 62 | 126 | 40 | 28 | 54 |
Bars Traded | 8456 | 3553 | 4902 | 8456 | 3553 | 4902 |
Profit Streak | 23.9507 | 23.9507 | 64.4507 | 23.9507 | 23.9507 | 64.4507 |
Trades During Streak | 8 | 4 | 10 | 8 | 4 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573758 | -343233 | -574688 | -575805 | 477271 | -577004 |
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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) |
---|