Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1165822.2201 | -18860.6994 | -1146961.5206 | -526083.9993 | -5398945.0936 | 4872861.0944 |
Total P&L (%) | -1165.8222 | -18.8607 | -1146.9615 | -526.084 | -5398.9451 | 4872.8611 |
Avg Daily Profit (%) | -0.6431 | -0.0104 | -0.6327 | 0 | 0 | 0.2157 |
Buy And Hold Return (%) | 597.8786 | 597.8786 | 597.8786 | 597.8786 | 597.8786 | 597.8786 |
Max Trade Drawdown | -1209346 | -202711 | -1166857 | -20617656 | -14890826 | -6405564 |
Profit Factor | 0.4829 | 0.9705 | 0.2902 | 0.9891 | 0.8102 | 1.2456 |
Total Trades | 398 | 199 | 199 | 398 | 199 | 199 |
Winning Trades | 227 | 108 | 119 | 208 | 103 | 105 |
Losing Trades | 171 | 91 | 80 | 190 | 96 | 94 |
Profitability (%) | 57.0352 | 54.2714 | 59.799 | 52.2613 | 51.7588 | 52.7638 |
Ratio Avg Win / Avg Loss | 0.3638 | 0.8177 | 0.1951 | 0.9035 | 0.7551 | 1.1151 |
Largest Winning Trade | 27852 | 27852 | 19358 | 7178248 | 1567856 | 7178248 |
Largest Losing Trade | -569782 | -72791 | -569782 | -11706669 | -11706669 | -5639350 |
Avg Bars in Trades | 17 | 19 | 15 | 17 | 19 | 15 |
Avg Bars in Winners | 8 | 8 | 7 | 16 | 17 | 15 |
Avg Bars in Losers | 30 | 32 | 28 | 18 | 21 | 16 |
Bars Traded | 7014 | 3878 | 3135 | 7014 | 3878 | 3135 |
Profit Streak | 4.1682 | 13.9182 | 4.1682 | 0 | 0 | 0 |
Trades During Streak | 3 | 4 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576672 | -577901 | -578807 | -578126 | -579785 | 325652 |
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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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