Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1217579.0778 | -16386.6407 | -1201192.437 | -809139.6177 | -7047595.9616 | 6238456.3439 |
Total P&L (%) | -1217.5791 | -16.3866 | -1201.1924 | -809.1396 | -7047.596 | 6238.4563 |
Avg Daily Profit (%) | -0.6696 | -0.009 | -0.6606 | 0 | 0 | 0.2285 |
Buy And Hold Return (%) | 613.9943 | 613.9943 | 613.9943 | 613.9943 | 613.9943 | 613.9943 |
Max Trade Drawdown | -1343352 | -187837 | -1268790 | -21867222 | -13972103 | -11441826 |
Profit Factor | 0.3884 | 0.9592 | 0.2441 | 0.983 | 0.69 | 1.2497 |
Total Trades | 347 | 174 | 173 | 347 | 174 | 173 |
Winning Trades | 288 | 144 | 144 | 173 | 80 | 93 |
Losing Trades | 59 | 30 | 29 | 174 | 94 | 80 |
Profitability (%) | 82.9971 | 82.7586 | 83.237 | 49.8559 | 45.977 | 53.7572 |
Ratio Avg Win / Avg Loss | 0.0796 | 0.1998 | 0.0492 | 0.9887 | 0.8107 | 1.075 |
Largest Winning Trade | 26542 | 26542 | 12554 | 20042190 | 4246690 | 20042190 |
Largest Losing Trade | -612276 | -74841 | -612276 | -11936228 | -11936228 | -10297597 |
Avg Bars in Trades | 61 | 67 | 55 | 61 | 67 | 55 |
Avg Bars in Winners | 20 | 19 | 21 | 53 | 58 | 49 |
Avg Bars in Losers | 263 | 298 | 227 | 70 | 75 | 63 |
Bars Traded | 21458 | 11803 | 9655 | 21458 | 11803 | 9655 |
Profit Streak | 12.4779 | 67.3113 | 0 | 0 | 0 | 13.4779 |
Trades During Streak | 1 | 14 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574167 | -574267 | -575946 | -579019 | -581986 | 341914 |
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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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