Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2024646.1469 | -98213.0707 | -1926433.0762 | 155939.0478 | 7888193.2456 | -7732254.1978 |
Total P&L (%) | -2024.6461 | -98.2131 | -1926.4331 | 155.939 | 7888.1932 | -7732.2542 |
Avg Daily Profit (%) | -1.0843 | -0.0526 | -1.0317 | 0.0503 | 0.2349 | 0 |
Buy And Hold Return (%) | 463.5499 | 463.5499 | 463.5499 | 463.5499 | 463.5499 | 463.5499 |
Max Trade Drawdown | -2168968 | -197278 | -2035974 | -9274007 | -1356315 | -10371371 |
Profit Factor | 0.2766 | 0.7704 | 0.1876 | 1.0081 | 2.9637 | 0.4886 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 193 | 94 | 99 | 113 | 61 | 52 |
Losing Trades | 71 | 38 | 33 | 151 | 71 | 80 |
Profitability (%) | 73.1061 | 71.2121 | 75 | 42.803 | 46.2121 | 39.3939 |
Ratio Avg Win / Avg Loss | 0.1018 | 0.3114 | 0.0625 | 1.3472 | 3.4496 | 0.7517 |
Largest Winning Trade | 23484 | 22754 | 23484 | 4629917 | 4629917 | 2403211 |
Largest Losing Trade | -1346852 | -54939 | -1346852 | -4481258 | -831244 | -4481258 |
Avg Bars in Trades | 41 | 47 | 36 | 41 | 47 | 36 |
Avg Bars in Winners | 14 | 14 | 14 | 56 | 69 | 40 |
Avg Bars in Losers | 115 | 128 | 100 | 30 | 27 | 33 |
Bars Traded | 11033 | 6229 | 4804 | 11033 | 6229 | 4804 |
Profit Streak | 29.4016 | 79.7349 | 29.4016 | 29.4016 | 79.7349 | 29.4016 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575396 | -576770 | -576923 | -503434 | 496102 | -584566 |
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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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