Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1269247.8139 | -91920.7259 | -1177327.0881 | -44655.4718 | 2605981.1481 | -2650636.6198 |
Total P&L (%) | -1269.2478 | -91.9207 | -1177.3271 | -44.6555 | 2605.9811 | -2650.6366 |
Avg Daily Profit (%) | -0.6797 | -0.0492 | -0.6305 | -0.0317 | 0.1768 | 0 |
Buy And Hold Return (%) | 574.2533 | 574.2533 | 574.2533 | 574.2533 | 574.2533 | 574.2533 |
Max Trade Drawdown | -1436435 | -275248 | -1264355 | -5465523 | -1843769 | -4285392 |
Profit Factor | 0.3951 | 0.8292 | 0.2454 | 0.9952 | 1.7963 | 0.5623 |
Total Trades | 267 | 133 | 134 | 267 | 133 | 134 |
Winning Trades | 201 | 97 | 104 | 123 | 62 | 61 |
Losing Trades | 66 | 36 | 30 | 144 | 71 | 73 |
Profitability (%) | 75.2809 | 72.9323 | 77.6119 | 46.0674 | 46.6165 | 45.5224 |
Ratio Avg Win / Avg Loss | 0.1297 | 0.3077 | 0.0708 | 1.1651 | 2.0571 | 0.6729 |
Largest Winning Trade | 33778 | 33778 | 16837 | 1712279 | 1712279 | 1702880 |
Largest Losing Trade | -549297 | -62950 | -549297 | -2245800 | -757079 | -2245800 |
Avg Bars in Trades | 27 | 31 | 22 | 27 | 31 | 22 |
Avg Bars in Winners | 9 | 8 | 10 | 33 | 43 | 24 |
Avg Bars in Losers | 82 | 95 | 66 | 21 | 22 | 21 |
Bars Traded | 7293 | 4236 | 3057 | 7293 | 4236 | 3057 |
Profit Streak | 0 | 19.9615 | 0 | 0 | 19.9615 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575826 | -577451 | -576841 | -578966 | 307474 | -582440 |
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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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