Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2538307.4286 | -155504.3622 | -2382803.0664 | -310395.3506 | -3397541.8965 | 3087146.546 |
Total P&L (%) | -2538.3074 | -155.5044 | -2382.8031 | -310.3954 | -3397.5419 | 3087.1465 |
Avg Daily Profit (%) | -1.1215 | -0.0687 | -1.0528 | 0 | 0 | 0.1531 |
Buy And Hold Return (%) | 317.6119 | 317.6119 | 317.6119 | 317.6119 | 317.6119 | 317.6119 |
Max Trade Drawdown | -2634725 | -166104 | -2507963 | -8280644 | -4209216 | -4293481 |
Profit Factor | 0.3146 | 0.7049 | 0.2499 | 0.9819 | 0.5286 | 1.3114 |
Total Trades | 533 | 267 | 266 | 533 | 267 | 266 |
Winning Trades | 249 | 117 | 132 | 258 | 134 | 124 |
Losing Trades | 284 | 150 | 134 | 275 | 133 | 142 |
Profitability (%) | 46.7167 | 43.8202 | 49.6241 | 48.4053 | 50.1873 | 46.6165 |
Ratio Avg Win / Avg Loss | 0.3588 | 0.9038 | 0.2536 | 1.0466 | 0.5247 | 1.5017 |
Largest Winning Trade | 41323 | 41262 | 41323 | 4755688 | 737941 | 4755688 |
Largest Losing Trade | -1857498 | -22519 | -1857498 | -1659534 | -1360955 | -1659534 |
Avg Bars in Trades | 16 | 5 | 27 | 16 | 5 | 27 |
Avg Bars in Winners | 14 | 5 | 22 | 13 | 5 | 22 |
Avg Bars in Losers | 18 | 5 | 32 | 19 | 6 | 31 |
Bars Traded | 8863 | 1578 | 7285 | 8863 | 1578 | 7285 |
Profit Streak | 18.1511 | 18.1511 | 19.9011 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577925 | -581498 | -578745 | -576668 | -579634 | 313163 |
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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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