Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3088746.7597 | -101941.4465 | -2986805.3132 | -99708.7173 | 13989956.1461 | -14089664.8634 |
Total P&L (%) | -3088.7468 | -101.9414 | -2986.8053 | -99.7087 | 13989.9561 | -14089.6649 |
Avg Daily Profit (%) | -1.5117 | -0.0499 | -1.4618 | -0.2853 | 0.2425 | 0 |
Buy And Hold Return (%) | 3353.8272 | 3353.8272 | 3353.8272 | 3353.8272 | 3353.8272 | 3353.8272 |
Max Trade Drawdown | -3124669 | -212588 | -3037387 | -19994841 | -2205975 | -18932950 |
Profit Factor | 0.2075 | 0.8017 | 0.1172 | 0.9965 | 4.0254 | 0.4073 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 131 | 66 | 65 | 113 | 58 | 55 |
Losing Trades | 58 | 28 | 30 | 76 | 36 | 40 |
Profitability (%) | 69.3122 | 70.2128 | 68.4211 | 59.7884 | 61.7021 | 57.8947 |
Ratio Avg Win / Avg Loss | 0.0919 | 0.3401 | 0.0541 | 0.6702 | 2.4985 | 0.2962 |
Largest Winning Trade | 29567 | 29567 | 25820 | 7633507 | 7633507 | 3234457 |
Largest Losing Trade | -1545007 | -80534 | -1545007 | -18406277 | -1853150 | -18406277 |
Avg Bars in Trades | 41 | 44 | 37 | 41 | 44 | 37 |
Avg Bars in Winners | 10 | 10 | 10 | 30 | 34 | 25 |
Avg Bars in Losers | 110 | 124 | 98 | 56 | 59 | 54 |
Bars Traded | 7773 | 4173 | 3599 | 7773 | 4173 | 3599 |
Profit Streak | 279.9435 | 323.1935 | 279.9435 | 279.9435 | 323.1935 | 279.9435 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576316 | -576797 | -577824 | -577550 | 576392 | -579466 |
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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) |
---|