Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1272567.9237 | -27268.3273 | -1245299.5964 | -137346.8397 | -5452611.0947 | 5315264.2549 |
Total P&L (%) | -1272.5679 | -27.2683 | -1245.2996 | -137.3468 | -5452.6111 | 5315.2643 |
Avg Daily Profit (%) | -0.6993 | -0.015 | -0.6843 | 0 | 0 | 0.2196 |
Buy And Hold Return (%) | 634.0267 | 634.0267 | 634.0267 | 634.0267 | 634.0267 | 634.0267 |
Max Trade Drawdown | -1423262 | -131589 | -1343270 | -9848232 | -7007193 | -7395518 |
Profit Factor | 0.4963 | 0.946 | 0.3842 | 0.9968 | 0.7006 | 1.221 |
Total Trades | 670 | 335 | 335 | 670 | 335 | 335 |
Winning Trades | 328 | 157 | 171 | 333 | 164 | 169 |
Losing Trades | 342 | 178 | 164 | 337 | 171 | 166 |
Profitability (%) | 48.9552 | 46.8657 | 51.0448 | 49.7015 | 48.9552 | 50.4478 |
Ratio Avg Win / Avg Loss | 0.5175 | 1.0725 | 0.3684 | 1.0087 | 0.7305 | 1.1993 |
Largest Winning Trade | 31288 | 27307 | 31288 | 9586354 | 1616053 | 9586354 |
Largest Losing Trade | -730098 | -29554 | -730098 | -4992328 | -2664850 | -4992328 |
Avg Bars in Trades | 32 | 13 | 50 | 32 | 13 | 50 |
Avg Bars in Winners | 27 | 11 | 41 | 33 | 10 | 55 |
Avg Bars in Losers | 36 | 15 | 60 | 31 | 16 | 46 |
Bars Traded | 21546 | 4494 | 17052 | 21546 | 4494 | 17052 |
Profit Streak | 0 | 0 | 7.382 | 6.7153 | 7.2153 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577684 | -578856 | -578766 | -575039 | -579028 | 326167 |
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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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