Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1380619.4585 | 41804.5433 | -1422424.0018 | 48074964.4188 | 5592397.4475 | 42482566.9713 |
Total P&L (%) | -1380.6195 | 41.8045 | -1422.424 | 48074.9644 | 5592.3974 | 42482.567 |
Avg Daily Profit (%) | -0.6354 | 0.0192 | -0.6546 | 0.2847 | 0.1862 | 0.279 |
Buy And Hold Return (%) | 350.1109 | 350.1109 | 350.1109 | 350.1109 | 350.1109 | 350.1109 |
Max Trade Drawdown | -1598554 | -86301 | -1601393 | -12887425 | -8737588 | -12887425 |
Profit Factor | 0.3745 | 1.2016 | 0.2887 | 2.1745 | 1.3137 | 2.8385 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 199 | 90 | 109 | 161 | 72 | 89 |
Losing Trades | 47 | 33 | 14 | 85 | 51 | 34 |
Profitability (%) | 80.8943 | 73.1707 | 88.6179 | 65.4472 | 58.5366 | 72.3577 |
Ratio Avg Win / Avg Loss | 0.0884 | 0.4406 | 0.0371 | 1.148 | 0.9306 | 1.0844 |
Largest Winning Trade | 19295 | 18617 | 19295 | 10970353 | 2009353 | 10970353 |
Largest Losing Trade | -945596 | -40365 | -945596 | -12887425 | -5963496 | -12887425 |
Avg Bars in Trades | 51 | 14 | 88 | 51 | 14 | 88 |
Avg Bars in Winners | 20 | 7 | 32 | 39 | 8 | 64 |
Avg Bars in Losers | 181 | 33 | 530 | 74 | 22 | 153 |
Bars Traded | 12680 | 1751 | 10929 | 12680 | 1751 | 10929 |
Profit Streak | 7.4942 | 7.4942 | 64.6609 | 7.4942 | 7.4942 | 64.6609 |
Trades During Streak | 2 | 1 | 9 | 2 | 1 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574372 | -331107 | -574367 | 583889 | 297237 | 633665 |
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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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