Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2523298.1491 | -117145.3022 | -2406152.8469 | 474741.8953 | -24342316.7059 | 24817058.6012 |
Total P&L (%) | -2523.2981 | -117.1453 | -2406.1528 | 474.7419 | -24342.3167 | 24817.0586 |
Avg Daily Profit (%) | -1.404 | -0.0652 | -1.3389 | 0.0974 | 0 | 0.3075 |
Buy And Hold Return (%) | 396.6413 | 396.6413 | 396.6413 | 396.6413 | 396.6413 | 396.6413 |
Max Trade Drawdown | -2579944 | -262289 | -2457881 | -49514144 | -47005881 | -9019768 |
Profit Factor | 0.2091 | 0.755 | 0.1129 | 1.0058 | 0.5801 | 2.0227 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 88 | 40 | 48 | 86 | 42 | 44 |
Losing Trades | 84 | 46 | 38 | 86 | 44 | 42 |
Profitability (%) | 51.1628 | 46.5116 | 55.814 | 50 | 48.8372 | 51.1628 |
Ratio Avg Win / Avg Loss | 0.1996 | 0.8683 | 0.0893 | 1.0058 | 0.6077 | 1.9307 |
Largest Winning Trade | 80072 | 80072 | 27376 | 30474952 | 22196456 | 30474952 |
Largest Losing Trade | -1480030 | -59364 | -1480030 | -21302285 | -21302285 | -8343033 |
Avg Bars in Trades | 61 | 68 | 53 | 61 | 68 | 53 |
Avg Bars in Winners | 38 | 36 | 41 | 44 | 37 | 51 |
Avg Bars in Losers | 84 | 97 | 68 | 77 | 98 | 54 |
Bars Traded | 10504 | 5919 | 4585 | 10504 | 5919 | 4585 |
Profit Streak | 34.882 | 41.382 | 34.882 | 34.882 | 41.382 | 34.882 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578223 | -581033 | -579356 | -379293 | -580129 | 490302 |
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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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