Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2218931.0925 | -56496.3446 | -2162434.7478 | 1121449.708 | 6151050.9567 | -5029601.2487 |
Total P&L (%) | -2218.9311 | -56.4963 | -2162.4347 | 1121.4497 | 6151.051 | -5029.6012 |
Avg Daily Profit (%) | -1.1853 | -0.0302 | -1.1551 | 0.1338 | 0.2211 | 0 |
Buy And Hold Return (%) | 414.4614 | 414.4614 | 414.4614 | 414.4614 | 414.4614 | 414.4614 |
Max Trade Drawdown | -2295113 | -91822 | -2229376 | -19075374 | -2614309 | -23948548 |
Profit Factor | 0.2902 | 0.841 | 0.2195 | 1.0205 | 1.4404 | 0.8763 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 92 | 38 | 54 | 78 | 43 | 35 |
Losing Trades | 86 | 51 | 35 | 100 | 46 | 54 |
Profitability (%) | 51.6854 | 42.6966 | 60.6742 | 43.8202 | 48.3146 | 39.3258 |
Ratio Avg Win / Avg Loss | 0.2712 | 1.1287 | 0.1423 | 1.3084 | 1.5409 | 1.352 |
Largest Winning Trade | 35968 | 32987 | 35968 | 10289778 | 7005997 | 10289778 |
Largest Losing Trade | -1530440 | -47873 | -1530440 | -7191347 | -2592374 | -7191347 |
Avg Bars in Trades | 61 | 24 | 99 | 61 | 24 | 99 |
Avg Bars in Winners | 64 | 22 | 93 | 52 | 26 | 84 |
Avg Bars in Losers | 59 | 25 | 107 | 69 | 23 | 108 |
Bars Traded | 11029 | 2192 | 8837 | 11029 | 2192 | 8837 |
Profit Streak | 0 | 0 | 23.5885 | 0 | 0 | 23.5885 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579627 | -581990 | -579165 | -216811 | 344788 | -583033 |
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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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