Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -533725.6011 | 307034.7321 | -840760.3332 | -3298109.9944 | 18132467.7269 | -21430577.7213 |
Total P&L (%) | -533.7256 | 307.0347 | -840.7603 | -3298.11 | 18132.4677 | -21430.5777 |
Avg Daily Profit (%) | -0.2313 | 0.1331 | -0.3644 | 0 | 0.2259 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1203332 | -142119 | -1172001 | -93734378 | -10469616 | -94088123 |
Profit Factor | 0.7828 | 1.5772 | 0.5633 | 0.9803 | 1.5157 | 0.8381 |
Total Trades | 333 | 167 | 166 | 333 | 167 | 166 |
Winning Trades | 192 | 83 | 109 | 183 | 83 | 100 |
Losing Trades | 141 | 84 | 57 | 150 | 84 | 66 |
Profitability (%) | 57.6577 | 49.7006 | 65.6627 | 54.955 | 49.7006 | 60.241 |
Ratio Avg Win / Avg Loss | 0.5749 | 1.5962 | 0.2945 | 0.8035 | 1.5339 | 0.5531 |
Largest Winning Trade | 316953 | 316953 | 40914 | 31729453 | 10243436 | 31729453 |
Largest Losing Trade | -525963 | -44890 | -525963 | -48170780 | -6069614 | -48170780 |
Avg Bars in Trades | 40 | 16 | 65 | 40 | 16 | 65 |
Avg Bars in Winners | 38 | 19 | 52 | 42 | 18 | 61 |
Avg Bars in Losers | 44 | 13 | 91 | 39 | 14 | 72 |
Bars Traded | 13652 | 2750 | 10901 | 13652 | 2750 | 10901 |
Profit Streak | 0 | 0 | 54.1018 | 20.9352 | 60.7685 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578044 | -11998 | -577871 | -577842 | 457283 | -579136 |
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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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