Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2257241.9409 | -186231.5651 | -2071010.3758 | -84298.9253 | 1964435.3414 | -2048734.2667 |
Total P&L (%) | -2257.2419 | -186.2316 | -2071.0104 | -84.2989 | 1964.4353 | -2048.7343 |
Avg Daily Profit (%) | -1.2024 | -0.0992 | -1.1032 | -0.0986 | 0.1614 | 0 |
Buy And Hold Return (%) | 535.1806 | 535.1806 | 535.1806 | 535.1806 | 535.1806 | 535.1806 |
Max Trade Drawdown | -2288661 | -205650 | -2097066 | -2090094 | -263940 | -2767571 |
Profit Factor | 0.2294 | 0.5948 | 0.1614 | 0.9851 | 2.7887 | 0.5492 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 91 | 43 | 48 | 83 | 46 | 37 |
Losing Trades | 75 | 40 | 35 | 83 | 37 | 46 |
Profitability (%) | 54.8193 | 51.8072 | 57.8313 | 50 | 55.4217 | 44.5783 |
Ratio Avg Win / Avg Loss | 0.1891 | 0.5533 | 0.1177 | 0.9851 | 2.2431 | 0.6828 |
Largest Winning Trade | 29973 | 28348 | 29973 | 1003024 | 957665 | 1003024 |
Largest Losing Trade | -1402744 | -55496 | -1402744 | -1252896 | -156912 | -1252896 |
Avg Bars in Trades | 133 | 142 | 123 | 133 | 142 | 123 |
Avg Bars in Winners | 96 | 101 | 93 | 147 | 167 | 123 |
Avg Bars in Losers | 177 | 187 | 166 | 118 | 111 | 123 |
Bars Traded | 22121 | 11839 | 10282 | 22121 | 11839 | 10282 |
Profit Streak | 29.411 | 37.661 | 29.411 | 29.411 | 37.661 | 29.411 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578278 | -579886 | -579554 | -578903 | 427499 | -582678 |
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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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