Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1206139.8885 | 118578.0698 | -1324717.9582 | 634616.9305 | -5865989.2424 | 6500606.1729 |
Total P&L (%) | -1206.1399 | 118.5781 | -1324.718 | 634.6169 | -5865.9892 | 6500.6062 |
Avg Daily Profit (%) | -0.6144 | 0.0604 | -0.6748 | 0.1016 | 0 | 0.2137 |
Buy And Hold Return (%) | 1393.7008 | 1393.7008 | 1393.7008 | 1393.7008 | 1393.7008 | 1393.7008 |
Max Trade Drawdown | -1366138 | -93836 | -1418230 | -8201925 | -6008827 | -4873004 |
Profit Factor | 0.4934 | 1.2297 | 0.2896 | 1.0241 | 0.5376 | 1.4782 |
Total Trades | 348 | 174 | 174 | 348 | 174 | 174 |
Winning Trades | 232 | 114 | 118 | 220 | 106 | 114 |
Losing Trades | 116 | 60 | 56 | 128 | 68 | 60 |
Profitability (%) | 66.6667 | 65.5172 | 67.8161 | 63.2184 | 60.9195 | 65.5172 |
Ratio Avg Win / Avg Loss | 0.2467 | 0.6472 | 0.1374 | 0.5959 | 0.3449 | 0.778 |
Largest Winning Trade | 33291 | 33291 | 25399 | 11569003 | 760428 | 11569003 |
Largest Losing Trade | -923080 | -58355 | -923080 | -2718167 | -2718167 | -2506847 |
Avg Bars in Trades | 33 | 33 | 32 | 33 | 33 | 32 |
Avg Bars in Winners | 14 | 14 | 14 | 16 | 15 | 17 |
Avg Bars in Losers | 69 | 69 | 69 | 62 | 62 | 61 |
Bars Traded | 11502 | 5864 | 5637 | 11502 | 5864 | 5637 |
Profit Streak | 403.944 | 412.944 | 403.944 | 403.944 | 412.944 | 403.944 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575439 | -276724 | -577149 | -413385 | -578044 | 336932 |
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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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