Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1997795.2286 | -109523.006 | -1888272.2226 | 33231.9144 | 10426881.775 | -10393649.8606 |
Total P&L (%) | -1997.7952 | -109.523 | -1888.2722 | 33.2319 | 10426.8818 | -10393.6499 |
Avg Daily Profit (%) | -1.0641 | -0.0583 | -1.0057 | 0.0153 | 0.2483 | 0 |
Buy And Hold Return (%) | 470.0732 | 470.0732 | 470.0732 | 470.0732 | 470.0732 | 470.0732 |
Max Trade Drawdown | -2210020 | -221520 | -2029685 | -10445320 | -1150944 | -11870220 |
Profit Factor | 0.2884 | 0.7756 | 0.1858 | 1.0014 | 3.0953 | 0.4491 |
Total Trades | 331 | 166 | 165 | 331 | 166 | 165 |
Winning Trades | 264 | 127 | 137 | 150 | 80 | 70 |
Losing Trades | 67 | 39 | 28 | 181 | 86 | 95 |
Profitability (%) | 79.7583 | 76.506 | 83.0303 | 45.3172 | 48.1928 | 42.4242 |
Ratio Avg Win / Avg Loss | 0.0732 | 0.2382 | 0.038 | 1.2083 | 3.3274 | 0.6095 |
Largest Winning Trade | 14879 | 14879 | 14521 | 5454618 | 4642729 | 5454618 |
Largest Losing Trade | -1266931 | -62992 | -1266931 | -8476914 | -815761 | -8476914 |
Avg Bars in Trades | 33 | 33 | 33 | 33 | 33 | 33 |
Avg Bars in Winners | 10 | 7 | 12 | 45 | 49 | 41 |
Avg Bars in Losers | 125 | 118 | 136 | 23 | 18 | 28 |
Bars Traded | 11067 | 5519 | 5548 | 11067 | 5519 | 5548 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575189 | -577027 | -576007 | -557290 | 503133 | -583415 |
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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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