Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1388898.2701 | -34705.9731 | -1354192.2971 | 27912.2578 | -11563292.0302 | 11591204.288 |
Total P&L (%) | -1388.8983 | -34.706 | -1354.1923 | 27.9123 | -11563.292 | 11591.2043 |
Avg Daily Profit (%) | -0.616 | -0.0154 | -0.6006 | 0.0109 | 0 | 0.2114 |
Buy And Hold Return (%) | 276.6129 | 276.6129 | 276.6129 | 276.6129 | 276.6129 | 276.6129 |
Max Trade Drawdown | -1454070 | -163893 | -1435038 | -16890867 | -13809052 | -4240780 |
Profit Factor | 0.3488 | 0.9178 | 0.2085 | 1.0008 | 0.4771 | 1.9564 |
Total Trades | 245 | 122 | 123 | 245 | 122 | 123 |
Winning Trades | 182 | 92 | 90 | 150 | 75 | 75 |
Losing Trades | 63 | 30 | 33 | 95 | 47 | 48 |
Profitability (%) | 74.2857 | 75.4098 | 73.1707 | 61.2245 | 61.4754 | 60.9756 |
Ratio Avg Win / Avg Loss | 0.1207 | 0.2993 | 0.0764 | 0.6339 | 0.299 | 1.2521 |
Largest Winning Trade | 49144 | 49144 | 14163 | 14671455 | 3159783 | 14671455 |
Largest Losing Trade | -794738 | -60707 | -794738 | -7715595 | -7715595 | -3120308 |
Avg Bars in Trades | 52 | 59 | 45 | 52 | 59 | 45 |
Avg Bars in Winners | 15 | 13 | 17 | 21 | 18 | 24 |
Avg Bars in Losers | 159 | 198 | 123 | 101 | 123 | 78 |
Bars Traded | 12885 | 7241 | 5644 | 12885 | 7241 | 5644 |
Profit Streak | 14.6124 | 14.6124 | 48.279 | 14.6124 | 14.6124 | 48.279 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574856 | -576846 | -576306 | -561095 | -578930 | 480695 |
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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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