Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1595656.9538 | -51048.0316 | -1544608.9222 | -26041.2813 | 3783343.695 | -3809384.9762 |
Total P&L (%) | -1595.657 | -51.048 | -1544.6089 | -26.0413 | 3783.3437 | -3809.385 |
Avg Daily Profit (%) | -0.8548 | -0.0273 | -0.8275 | -0.0162 | 0.1962 | 0 |
Buy And Hold Return (%) | 485.3793 | 485.3793 | 485.3793 | 485.3793 | 485.3793 | 485.3793 |
Max Trade Drawdown | -1796079 | -193093 | -1664529 | -3675853 | -588289 | -4516714 |
Profit Factor | 0.3075 | 0.8732 | 0.1878 | 0.997 | 3.0719 | 0.4344 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 213 | 96 | 117 | 125 | 69 | 56 |
Losing Trades | 61 | 41 | 20 | 149 | 68 | 81 |
Profitability (%) | 77.7372 | 70.073 | 85.4015 | 45.6204 | 50.365 | 40.8759 |
Ratio Avg Win / Avg Loss | 0.0881 | 0.3729 | 0.0321 | 1.1884 | 3.0273 | 0.6283 |
Largest Winning Trade | 35402 | 35402 | 14270 | 1814762 | 1814762 | 1759065 |
Largest Losing Trade | -951458 | -53761 | -951458 | -2857033 | -588289 | -2857033 |
Avg Bars in Trades | 80 | 95 | 64 | 80 | 95 | 64 |
Avg Bars in Winners | 24 | 27 | 22 | 120 | 138 | 97 |
Avg Bars in Losers | 274 | 255 | 314 | 46 | 51 | 42 |
Bars Traded | 21989 | 13089 | 8899 | 21989 | 13089 | 8899 |
Profit Streak | 16.2251 | 16.2251 | 19.3084 | 16.2251 | 16.2251 | 19.3084 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574266 | -577790 | -574757 | -577898 | 515039 | -582997 |
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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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