Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2189080.1264 | -15271.9295 | -2173808.1968 | 1955864.1231 | -33484324.509 | 35440188.632 |
Total P&L (%) | -2189.0801 | -15.2719 | -2173.8082 | 1955.8641 | -33484.3245 | 35440.1886 |
Avg Daily Profit (%) | -1.2245 | -0.0085 | -1.216 | 0.1693 | 0 | 0.3291 |
Buy And Hold Return (%) | 357.5191 | 357.5191 | 357.5191 | 357.5191 | 357.5191 | 357.5191 |
Max Trade Drawdown | -2403685 | -204970 | -2300988 | -63394208 | -54713432 | -30589997 |
Profit Factor | 0.2681 | 0.9652 | 0.1482 | 1.0154 | 0.5682 | 1.7137 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 94 | 44 | 50 | 96 | 48 | 48 |
Losing Trades | 70 | 38 | 32 | 68 | 34 | 34 |
Profitability (%) | 57.3171 | 53.6585 | 60.9756 | 58.5366 | 58.5366 | 58.5366 |
Ratio Avg Win / Avg Loss | 0.1996 | 0.8336 | 0.0949 | 0.7192 | 0.4025 | 1.2138 |
Largest Winning Trade | 60084 | 60084 | 34724 | 54945621 | 18743264 | 54945621 |
Largest Losing Trade | -1176905 | -72342 | -1176905 | -29115732 | -28093039 | -29115732 |
Avg Bars in Trades | 31 | 35 | 28 | 31 | 35 | 28 |
Avg Bars in Winners | 17 | 18 | 17 | 19 | 18 | 21 |
Avg Bars in Losers | 51 | 55 | 45 | 48 | 60 | 37 |
Bars Traded | 5236 | 2920 | 2316 | 5236 | 2920 | 2316 |
Profit Streak | 15.3317 | 46.3317 | 15.3317 | 15.3317 | 46.3317 | 15.3317 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577425 | -583216 | -582186 | -195015 | -582306 | 343912 |
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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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