Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -562670.9515 | 83551.6953 | -646222.6468 | 5867265.94 | 603687.5076 | 5263578.4324 |
Total P&L (%) | -562.671 | 83.5517 | -646.2226 | 5867.2659 | 603.6875 | 5263.5784 |
Avg Daily Profit (%) | -0.2247 | 0.0334 | -0.2581 | 0.1634 | 0.078 | 0.1592 |
Buy And Hold Return (%) | 169.7061 | 169.7061 | 169.7061 | 169.7061 | 169.7061 | 169.7061 |
Max Trade Drawdown | -638564 | -47794 | -683535 | -5355848 | -742424 | -5277159 |
Profit Factor | 0.5902 | 1.4356 | 0.4529 | 1.4829 | 1.227 | 1.5546 |
Total Trades | 368 | 184 | 184 | 368 | 184 | 184 |
Winning Trades | 307 | 145 | 162 | 143 | 73 | 70 |
Losing Trades | 61 | 39 | 22 | 225 | 111 | 114 |
Profitability (%) | 83.4239 | 78.8043 | 88.0435 | 38.8587 | 39.6739 | 38.0435 |
Ratio Avg Win / Avg Loss | 0.1173 | 0.3861 | 0.0615 | 2.3333 | 1.8657 | 2.5319 |
Largest Winning Trade | 15885 | 10291 | 15885 | 7642861 | 471167 | 7642861 |
Largest Losing Trade | -565590 | -23269 | -565590 | -5122625 | -300023 | -5122625 |
Avg Bars in Trades | 39 | 16 | 63 | 39 | 16 | 63 |
Avg Bars in Winners | 12 | 5 | 18 | 46 | 18 | 74 |
Avg Bars in Losers | 177 | 53 | 397 | 36 | 14 | 57 |
Bars Traded | 14685 | 2948 | 11736 | 14685 | 2948 | 11736 |
Profit Streak | 40.187 | 40.187 | 42.8537 | 40.187 | 40.187 | 42.8537 |
Trades During Streak | 7 | 3 | 6 | 7 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573035 | -308995 | -573852 | 332138 | -92208 | 279629 |
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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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