Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2336808.0461 | -123599.8582 | -2213208.1879 | 44296.97 | -8442495.2404 | 8486792.2105 |
Total P&L (%) | -2336.808 | -123.5999 | -2213.2082 | 44.297 | -8442.4952 | 8486.7922 |
Avg Daily Profit (%) | -1.3054 | -0.069 | -1.2363 | 0.0205 | 0 | 0.249 |
Buy And Hold Return (%) | 298.5609 | 298.5609 | 298.5609 | 298.5609 | 298.5609 | 298.5609 |
Max Trade Drawdown | -2528469 | -253693 | -2320453 | -24234028 | -16219412 | -10050503 |
Profit Factor | 0.1972 | 0.6836 | 0.1219 | 1.0013 | 0.559 | 1.5483 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 137 | 64 | 73 | 131 | 60 | 71 |
Losing Trades | 47 | 28 | 19 | 53 | 32 | 21 |
Profitability (%) | 74.4565 | 69.5652 | 79.3478 | 71.1957 | 65.2174 | 77.1739 |
Ratio Avg Win / Avg Loss | 0.0677 | 0.2991 | 0.0317 | 0.4051 | 0.2981 | 0.4579 |
Largest Winning Trade | 42034 | 42034 | 29584 | 18518764 | 7186482 | 18518764 |
Largest Losing Trade | -1302281 | -69928 | -1302281 | -10050503 | -8275652 | -10050503 |
Avg Bars in Trades | 56 | 55 | 56 | 56 | 55 | 56 |
Avg Bars in Winners | 20 | 13 | 27 | 27 | 18 | 34 |
Avg Bars in Losers | 159 | 151 | 171 | 127 | 125 | 132 |
Bars Traded | 10353 | 5117 | 5236 | 10353 | 5117 | 5236 |
Profit Streak | 48.4233 | 80.7566 | 48.4233 | 48.4233 | 80.7566 | 48.4233 |
Trades During Streak | 16 | 10 | 8 | 16 | 10 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574851 | -576630 | -575376 | -546552 | -577194 | 486392 |
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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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