Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1353738.5885 | 57998.1825 | -1411736.771 | 2936360.4575 | -34905326.9397 | 37841687.3971 |
Total P&L (%) | -1353.7386 | 57.9982 | -1411.7368 | 2936.3605 | -34905.3269 | 37841.6874 |
Avg Daily Profit (%) | -0.5977 | 0.0256 | -0.6233 | 0.1508 | 0 | 0.2625 |
Buy And Hold Return (%) | 267.5603 | 267.5603 | 267.5603 | 267.5603 | 267.5603 | 267.5603 |
Max Trade Drawdown | -1490794 | -138711 | -1509628 | -56964216 | -49787040 | -16319511 |
Profit Factor | 0.3538 | 1.1757 | 0.2 | 1.0262 | 0.5438 | 2.0588 |
Total Trades | 287 | 143 | 144 | 287 | 143 | 144 |
Winning Trades | 223 | 108 | 115 | 187 | 86 | 101 |
Losing Trades | 64 | 35 | 29 | 100 | 57 | 43 |
Profitability (%) | 77.7003 | 75.5245 | 79.8611 | 65.1568 | 60.1399 | 70.1389 |
Ratio Avg Win / Avg Loss | 0.1015 | 0.381 | 0.0504 | 0.5487 | 0.3604 | 0.8765 |
Largest Winning Trade | 22015 | 22015 | 11584 | 34046368 | 5876017 | 34046368 |
Largest Losing Trade | -1108910 | -56767 | -1108910 | -24567454 | -24567454 | -9211399 |
Avg Bars in Trades | 42 | 50 | 35 | 42 | 50 | 35 |
Avg Bars in Winners | 11 | 12 | 9 | 16 | 14 | 17 |
Avg Bars in Losers | 152 | 165 | 137 | 92 | 103 | 76 |
Bars Traded | 12317 | 7195 | 5122 | 12317 | 7195 | 5122 |
Profit Streak | 21.6778 | 21.6778 | 85.0111 | 21.6778 | 21.6778 | 85.0111 |
Trades During Streak | 3 | 1 | 8 | 3 | 1 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574219 | -349720 | -575214 | -180867 | -579088 | 494395 |
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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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