Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2121547.6745 | -82584.5597 | -2038963.1148 | 1278219.5996 | 13017537.0019 | -11739317.4023 |
Total P&L (%) | -2121.5477 | -82.5846 | -2038.9631 | 1278.2196 | 13017.537 | -11739.3174 |
Avg Daily Profit (%) | -1.1299 | -0.044 | -1.086 | 0.1398 | 0.2601 | 0 |
Buy And Hold Return (%) | 545.8185 | 545.8185 | 545.8185 | 545.8185 | 545.8185 | 545.8185 |
Max Trade Drawdown | -2222621 | -165780 | -2103661 | -17757341 | -3761608 | -22457130 |
Profit Factor | 0.2651 | 0.7949 | 0.1792 | 1.0248 | 1.8353 | 0.6737 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 146 | 69 | 77 | 72 | 40 | 32 |
Losing Trades | 49 | 28 | 21 | 123 | 57 | 66 |
Profitability (%) | 74.8718 | 71.134 | 78.5714 | 36.9231 | 41.2371 | 32.6531 |
Ratio Avg Win / Avg Loss | 0.089 | 0.3226 | 0.0489 | 1.7507 | 2.6153 | 1.3895 |
Largest Winning Trade | 25466 | 25466 | 24255 | 7203208 | 6746124 | 7203208 |
Largest Losing Trade | -1476086 | -53581 | -1476086 | -10700645 | -1839875 | -10700645 |
Avg Bars in Trades | 113 | 121 | 104 | 113 | 121 | 104 |
Avg Bars in Winners | 49 | 49 | 50 | 170 | 188 | 147 |
Avg Bars in Losers | 301 | 298 | 305 | 79 | 74 | 84 |
Bars Traded | 22065 | 11776 | 10289 | 22065 | 11776 | 10289 |
Profit Streak | 38.6535 | 88.5701 | 38.6535 | 38.6535 | 88.5701 | 38.6535 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575544 | -576650 | -576543 | -205798 | 350476 | -585604 |
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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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