Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1099349.4538 | -4699.0024 | -1094650.4514 | 30065.645 | 3406338.5481 | -3376272.9031 |
Total P&L (%) | -1099.3495 | -4.699 | -1094.6505 | 30.0656 | 3406.3385 | -3376.2729 |
Avg Daily Profit (%) | -0.5279 | -0.0023 | -0.5256 | 0.0126 | 0.171 | 0 |
Buy And Hold Return (%) | 108.3019 | 108.3019 | 108.3019 | 108.3019 | 108.3019 | 108.3019 |
Max Trade Drawdown | -1328246 | -79980 | -1269985 | -14943777 | -799422 | -15394472 |
Profit Factor | 0.49 | 0.9814 | 0.4246 | 1.0012 | 2.191 | 0.8533 |
Total Trades | 266 | 133 | 133 | 266 | 133 | 133 |
Winning Trades | 145 | 60 | 85 | 151 | 83 | 68 |
Losing Trades | 121 | 73 | 48 | 115 | 50 | 65 |
Profitability (%) | 54.5113 | 45.1128 | 63.9098 | 56.7669 | 62.406 | 51.1278 |
Ratio Avg Win / Avg Loss | 0.4089 | 1.1941 | 0.2398 | 0.7625 | 1.3199 | 0.8156 |
Largest Winning Trade | 41259 | 24764 | 41259 | 4898352 | 1206558 | 4898352 |
Largest Losing Trade | -699807 | -21985 | -699807 | -9012024 | -678239 | -9012024 |
Avg Bars in Trades | 92 | 8 | 175 | 92 | 8 | 175 |
Avg Bars in Winners | 72 | 8 | 117 | 80 | 8 | 166 |
Avg Bars in Losers | 116 | 9 | 278 | 108 | 8 | 184 |
Bars Traded | 24524 | 1172 | 23352 | 24524 | 1172 | 23352 |
Profit Streak | 0 | 56.4611 | 0 | 0 | 56.4611 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578801 | -579954 | -579176 | -560399 | 486463 | -580833 |
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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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