Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1680257.8955 | -11724.1353 | -1668533.7602 | 14782913.1356 | -2301567.7612 | 17084480.8969 |
Total P&L (%) | -1680.2579 | -11.7241 | -1668.5338 | 14782.9131 | -2301.5678 | 17084.4809 |
Avg Daily Profit (%) | -0.712 | -0.005 | -0.707 | 0.2122 | 0 | 0.2183 |
Buy And Hold Return (%) | 682.5636 | 682.5636 | 682.5636 | 682.5636 | 682.5636 | 682.5636 |
Max Trade Drawdown | -1897596 | -75827 | -1827615 | -22717287 | -8011232 | -21779548 |
Profit Factor | 0.333 | 0.9574 | 0.2565 | 1.2248 | 0.8869 | 1.3763 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 121 | 53 | 68 | 77 | 39 | 38 |
Losing Trades | 51 | 33 | 18 | 95 | 47 | 48 |
Profitability (%) | 70.3488 | 61.6279 | 79.0698 | 44.7674 | 45.3488 | 44.186 |
Ratio Avg Win / Avg Loss | 0.1404 | 0.5961 | 0.0679 | 1.5112 | 1.0688 | 1.7384 |
Largest Winning Trade | 31768 | 20032 | 31768 | 29222850 | 2193622 | 29222850 |
Largest Losing Trade | -1045783 | -48312 | -1045783 | -21779548 | -3227031 | -21779548 |
Avg Bars in Trades | 26 | 5 | 47 | 26 | 5 | 47 |
Avg Bars in Winners | 14 | 3 | 22 | 28 | 5 | 51 |
Avg Bars in Losers | 55 | 9 | 141 | 25 | 5 | 44 |
Bars Traded | 4558 | 485 | 4073 | 4558 | 485 | 4073 |
Profit Streak | 54.7231 | 0 | 57.2231 | 54.7231 | 0 | 57.2231 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576399 | -579039 | -576494 | 309015 | -580966 | 281927 |
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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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