Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1158125.1837 | 19292.882 | -1177418.0657 | -760959.0064 | -10497036.9592 | 9736077.9528 |
Total P&L (%) | -1158.1252 | 19.2929 | -1177.4181 | -760.959 | -10497.037 | 9736.078 |
Avg Daily Profit (%) | -0.6391 | 0.0106 | -0.6498 | 0 | 0 | 0.2536 |
Buy And Hold Return (%) | 485.5147 | 485.5147 | 485.5147 | 485.5147 | 485.5147 | 485.5147 |
Max Trade Drawdown | -1238022 | -184116 | -1235860 | -29272543 | -22453578 | -6883825 |
Profit Factor | 0.421 | 1.0509 | 0.2738 | 0.983 | 0.6065 | 1.5404 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 155 | 76 | 79 | 94 | 46 | 48 |
Losing Trades | 57 | 30 | 27 | 118 | 60 | 58 |
Profitability (%) | 73.1132 | 71.6981 | 74.5283 | 44.3396 | 43.3962 | 45.283 |
Ratio Avg Win / Avg Loss | 0.1548 | 0.4148 | 0.0936 | 1.2339 | 0.791 | 1.8613 |
Largest Winning Trade | 28783 | 24952 | 28783 | 12730454 | 3165989 | 12730454 |
Largest Losing Trade | -683559 | -78282 | -683559 | -17653135 | -17653135 | -3970624 |
Avg Bars in Trades | 33 | 33 | 33 | 33 | 33 | 33 |
Avg Bars in Winners | 12 | 10 | 15 | 38 | 34 | 41 |
Avg Bars in Losers | 89 | 93 | 85 | 30 | 33 | 26 |
Bars Traded | 7124 | 3578 | 3546 | 7124 | 3578 | 3546 |
Profit Streak | 2.3322 | 3.0822 | 0 | 0 | 0 | 6.5822 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578443 | -508803 | -577592 | -580202 | -583618 | 367799 |
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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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