Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2169262.6373 | -150677.1944 | -2018585.4429 | -83150.6068 | 1644374.9652 | -1727525.572 |
Total P&L (%) | -2169.2626 | -150.6772 | -2018.5854 | -83.1506 | 1644.375 | -1727.5256 |
Avg Daily Profit (%) | -1.158 | -0.0804 | -1.0775 | -0.095 | 0.1527 | 0 |
Buy And Hold Return (%) | 590.6633 | 590.6633 | 590.6633 | 590.6633 | 590.6633 | 590.6633 |
Max Trade Drawdown | -2241273 | -240623 | -2071700 | -1878521 | -433834 | -2171196 |
Profit Factor | 0.2966 | 0.7407 | 0.1935 | 0.9864 | 2.0814 | 0.6249 |
Total Trades | 327 | 163 | 164 | 327 | 163 | 164 |
Winning Trades | 167 | 83 | 84 | 167 | 87 | 80 |
Losing Trades | 160 | 80 | 80 | 160 | 76 | 84 |
Profitability (%) | 51.0703 | 50.9202 | 51.2195 | 51.0703 | 53.3742 | 48.7805 |
Ratio Avg Win / Avg Loss | 0.2842 | 0.7139 | 0.1843 | 0.9451 | 1.8182 | 0.6562 |
Largest Winning Trade | 26972 | 25196 | 26972 | 1875379 | 677422 | 1875379 |
Largest Losing Trade | -1482701 | -53039 | -1482701 | -1428815 | -263379 | -1428815 |
Avg Bars in Trades | 67 | 75 | 59 | 67 | 75 | 59 |
Avg Bars in Winners | 45 | 44 | 46 | 72 | 87 | 56 |
Avg Bars in Losers | 90 | 106 | 74 | 62 | 61 | 62 |
Bars Traded | 22069 | 12271 | 9798 | 22069 | 12271 | 9798 |
Profit Streak | 25.169 | 25.169 | 34.169 | 25.169 | 25.169 | 34.169 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577464 | -579817 | -579322 | -577464 | 344397 | -579955 |
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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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