Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2139226.3655 | -137665.3807 | -2001560.9848 | 187084.8797 | 9844554.4894 | -9657469.6097 |
Total P&L (%) | -2139.2264 | -137.6654 | -2001.561 | 187.0849 | 9844.5545 | -9657.4696 |
Avg Daily Profit (%) | -1.1457 | -0.0737 | -1.072 | 0.0565 | 0.2466 | 0 |
Buy And Hold Return (%) | 438.5846 | 438.5846 | 438.5846 | 438.5846 | 438.5846 | 438.5846 |
Max Trade Drawdown | -2238447 | -237846 | -2075183 | -11509137 | -1845994 | -11443759 |
Profit Factor | 0.2636 | 0.7315 | 0.1633 | 1.0088 | 2.9454 | 0.4005 |
Total Trades | 313 | 156 | 157 | 313 | 156 | 157 |
Winning Trades | 246 | 118 | 128 | 128 | 68 | 60 |
Losing Trades | 67 | 38 | 29 | 185 | 88 | 97 |
Profitability (%) | 78.5942 | 75.641 | 81.5287 | 40.8946 | 43.5897 | 38.2166 |
Ratio Avg Win / Avg Loss | 0.0718 | 0.2356 | 0.037 | 1.4581 | 3.8117 | 0.6474 |
Largest Winning Trade | 13821 | 13821 | 11804 | 4038204 | 4038204 | 2727346 |
Largest Losing Trade | -1319818 | -57329 | -1319818 | -8563242 | -1076782 | -8563242 |
Avg Bars in Trades | 34 | 39 | 30 | 34 | 39 | 30 |
Avg Bars in Winners | 10 | 8 | 13 | 50 | 63 | 36 |
Avg Bars in Losers | 123 | 137 | 104 | 23 | 21 | 26 |
Bars Traded | 10934 | 6209 | 4725 | 10934 | 6209 | 4725 |
Profit Streak | 59.6507 | 80.6507 | 59.6507 | 59.6507 | 80.6507 | 59.6507 |
Trades During Streak | 12 | 6 | 6 | 12 | 6 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573735 | -575685 | -574627 | -494264 | 480121 | -583524 |
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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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