Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2058356.4921 | -41611.0069 | -2016745.4852 | -652286.4826 | -23584773.179 | 22932486.6964 |
Total P&L (%) | -2058.3565 | -41.611 | -2016.7455 | -652.2865 | -23584.7732 | 22932.4867 |
Avg Daily Profit (%) | -0.8702 | -0.0176 | -0.8527 | 0 | 0 | 0.2302 |
Buy And Hold Return (%) | 382.5056 | 382.5056 | 382.5056 | 382.5056 | 382.5056 | 382.5056 |
Max Trade Drawdown | -2264402 | -148931 | -2161534 | -30496496 | -31094426 | -7564895 |
Profit Factor | 0.2492 | 0.8834 | 0.1544 | 0.9876 | 0.4178 | 2.8974 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 192 | 89 | 103 | 132 | 63 | 69 |
Losing Trades | 46 | 30 | 16 | 106 | 56 | 50 |
Profitability (%) | 80.6723 | 74.7899 | 86.5546 | 55.4622 | 52.9412 | 57.9832 |
Ratio Avg Win / Avg Loss | 0.0597 | 0.2978 | 0.024 | 0.7931 | 0.3714 | 2.0996 |
Largest Winning Trade | 20421 | 20421 | 18136 | 10648727 | 1830938 | 10648727 |
Largest Losing Trade | -1531295 | -57515 | -1531295 | -15283502 | -15283502 | -3961965 |
Avg Bars in Trades | 38 | 35 | 41 | 38 | 35 | 41 |
Avg Bars in Winners | 11 | 7 | 15 | 26 | 23 | 28 |
Avg Bars in Losers | 148 | 118 | 205 | 53 | 48 | 58 |
Bars Traded | 9115 | 4216 | 4899 | 9115 | 4216 | 4899 |
Profit Streak | 54.4421 | 54.6921 | 54.4421 | 0 | 0 | 0 |
Trades During Streak | 20 | 10 | 10 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573742 | -575853 | -574540 | -578824 | -580634 | 526503 |
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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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