Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2172401.4704 | 158082.986 | -2330484.4565 | 21902.1568 | 49060416.4166 | -49038514.2598 |
Total P&L (%) | -2172.4015 | 158.083 | -2330.4845 | 21.9022 | 49060.4164 | -49038.5143 |
Avg Daily Profit (%) | -1.0631 | 0.0774 | -1.1404 | 0.0097 | 0.3037 | 0 |
Buy And Hold Return (%) | 3007.0635 | 3007.0635 | 3007.0635 | 3007.0635 | 3007.0635 | 3007.0635 |
Max Trade Drawdown | -2589366 | -198969 | -2528101 | -132742920 | -32715882 | -110533965 |
Profit Factor | 0.3815 | 1.3099 | 0.2237 | 1.0001 | 1.7792 | 0.657 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 97 | 49 | 48 | 97 | 46 | 51 |
Losing Trades | 83 | 41 | 42 | 83 | 44 | 39 |
Profitability (%) | 53.8889 | 54.4444 | 53.3333 | 53.8889 | 51.1111 | 56.6667 |
Ratio Avg Win / Avg Loss | 0.3264 | 1.096 | 0.1957 | 0.8558 | 1.7018 | 0.5024 |
Largest Winning Trade | 134652 | 134652 | 66149 | 27100595 | 27100595 | 26643493 |
Largest Losing Trade | -1644592 | -64426 | -1644592 | -68430861 | -16795244 | -68430861 |
Avg Bars in Trades | 21 | 13 | 28 | 21 | 13 | 28 |
Avg Bars in Winners | 15 | 12 | 18 | 18 | 14 | 21 |
Avg Bars in Losers | 28 | 15 | 40 | 25 | 13 | 39 |
Bars Traded | 3855 | 1248 | 2607 | 3855 | 1248 | 2607 |
Profit Streak | 319.3204 | 388.3204 | 0 | 319.3204 | 388.3204 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578466 | -253790 | -580381 | -565426 | 481321 | -579949 |
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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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