Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1358485.1436 | -2387.3613 | -1356097.7823 | -74644.2875 | -2853165.8039 | 2778521.5164 |
Total P&L (%) | -1358.4851 | -2.3874 | -1356.0978 | -74.6443 | -2853.1658 | 2778.5215 |
Avg Daily Profit (%) | -0.6011 | -0.0011 | -0.6 | -0.0607 | 0 | 0.1488 |
Buy And Hold Return (%) | 481.2473 | 481.2473 | 481.2473 | 481.2473 | 481.2473 | 481.2473 |
Max Trade Drawdown | -1412726 | -224601 | -1392509 | -6430665 | -4769133 | -2386263 |
Profit Factor | 0.4387 | 0.9961 | 0.2484 | 0.9941 | 0.6417 | 1.5994 |
Total Trades | 281 | 140 | 141 | 281 | 140 | 141 |
Winning Trades | 147 | 71 | 76 | 137 | 66 | 71 |
Losing Trades | 134 | 69 | 65 | 144 | 74 | 70 |
Profitability (%) | 52.3132 | 50.7143 | 53.9007 | 48.7544 | 47.1429 | 50.3546 |
Ratio Avg Win / Avg Loss | 0.3999 | 0.9681 | 0.2124 | 1.0449 | 0.7195 | 1.5768 |
Largest Winning Trade | 50383 | 50383 | 26164 | 3635382 | 1184725 | 3635382 |
Largest Losing Trade | -991482 | -59395 | -991482 | -1860236 | -1860236 | -1769783 |
Avg Bars in Trades | 14 | 15 | 13 | 14 | 15 | 13 |
Avg Bars in Winners | 8 | 7 | 9 | 10 | 8 | 11 |
Avg Bars in Losers | 21 | 24 | 18 | 19 | 22 | 14 |
Bars Traded | 4112 | 2236 | 1876 | 4112 | 2236 | 1876 |
Profit Streak | 31.9382 | 31.9382 | 37.9382 | 31.9382 | 31.9382 | 37.9382 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577195 | -579593 | -578742 | -576313 | -580796 | 351436 |
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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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