Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1457053.7883 | -14950.2337 | -1442103.5546 | -89935.7761 | 2831482.6523 | -2921418.4283 |
Total P&L (%) | -1457.0538 | -14.9502 | -1442.1036 | -89.9358 | 2831.4827 | -2921.4184 |
Avg Daily Profit (%) | -0.7973 | -0.0082 | -0.7891 | -0.1256 | 0.185 | 0 |
Buy And Hold Return (%) | 664.3779 | 664.3779 | 664.3779 | 664.3779 | 664.3779 | 664.3779 |
Max Trade Drawdown | -1628150 | -189101 | -1544484 | -4125964 | -543437 | -4132636 |
Profit Factor | 0.4161 | 0.9749 | 0.2414 | 0.9906 | 2.5636 | 0.6222 |
Total Trades | 227 | 114 | 113 | 227 | 114 | 113 |
Winning Trades | 147 | 68 | 79 | 119 | 62 | 57 |
Losing Trades | 80 | 46 | 34 | 108 | 52 | 56 |
Profitability (%) | 64.7577 | 59.6491 | 69.9115 | 52.4229 | 54.386 | 50.4425 |
Ratio Avg Win / Avg Loss | 0.2265 | 0.6595 | 0.1039 | 0.899 | 2.1501 | 0.6113 |
Largest Winning Trade | 35132 | 35132 | 20020 | 3562379 | 1672775 | 3562379 |
Largest Losing Trade | -1015264 | -58018 | -1015264 | -4088571 | -370438 | -4088571 |
Avg Bars in Trades | 15 | 17 | 14 | 15 | 17 | 14 |
Avg Bars in Winners | 8 | 9 | 7 | 16 | 19 | 12 |
Avg Bars in Losers | 29 | 29 | 30 | 15 | 14 | 15 |
Bars Traded | 3582 | 1969 | 1613 | 3582 | 1969 | 1613 |
Profit Streak | 23.283 | 23.283 | 54.283 | 23.283 | 23.283 | 54.283 |
Trades During Streak | 4 | 2 | 8 | 4 | 2 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575892 | -578464 | -576272 | -577491 | 447812 | -579074 |
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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) |
---|