Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1427173.7327 | -133958.517 | -1293215.2158 | -262355.5426 | -4224585.3709 | 3962229.8283 |
Total P&L (%) | -1427.1737 | -133.9585 | -1293.2152 | -262.3555 | -4224.5854 | 3962.2298 |
Avg Daily Profit (%) | -0.7644 | -0.0717 | -0.6926 | 0 | 0 | 0.1986 |
Buy And Hold Return (%) | 456.642 | 456.642 | 456.642 | 456.642 | 456.642 | 456.642 |
Max Trade Drawdown | -1530840 | -231128 | -1371410 | -5410028 | -5030756 | -1032504 |
Profit Factor | 0.3696 | 0.7546 | 0.2472 | 0.9762 | 0.4116 | 2.0268 |
Total Trades | 345 | 172 | 173 | 345 | 172 | 173 |
Winning Trades | 277 | 134 | 143 | 225 | 109 | 116 |
Losing Trades | 68 | 38 | 30 | 120 | 63 | 57 |
Profitability (%) | 80.2899 | 77.907 | 82.659 | 65.2174 | 63.3721 | 67.052 |
Ratio Avg Win / Avg Loss | 0.0907 | 0.214 | 0.0519 | 0.5207 | 0.2379 | 0.9959 |
Largest Winning Trade | 25552 | 25552 | 18837 | 3849339 | 659892 | 3849339 |
Largest Losing Trade | -545631 | -53096 | -545631 | -1590960 | -1590960 | -872466 |
Avg Bars in Trades | 31 | 35 | 27 | 31 | 35 | 27 |
Avg Bars in Winners | 10 | 8 | 12 | 18 | 18 | 18 |
Avg Bars in Losers | 118 | 131 | 101 | 56 | 66 | 45 |
Bars Traded | 10942 | 6166 | 4776 | 10942 | 6166 | 4776 |
Profit Streak | 19.8821 | 19.8821 | 20.0488 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573586 | -576259 | -574660 | -577001 | -578699 | 429790 |
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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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