Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2119285.318 | -159460.4836 | -1959824.8344 | -71770.9066 | 6246109.9458 | -6317880.8525 |
Total P&L (%) | -2119.2853 | -159.4605 | -1959.8248 | -71.7709 | 6246.1099 | -6317.8809 |
Avg Daily Profit (%) | -1.1305 | -0.0851 | -1.0454 | -0.0674 | 0.2216 | 0 |
Buy And Hold Return (%) | 486.2098 | 486.2098 | 486.2098 | 486.2098 | 486.2098 | 486.2098 |
Max Trade Drawdown | -2229205 | -253559 | -2021380 | -6540709 | -1259728 | -7168577 |
Profit Factor | 0.2262 | 0.6438 | 0.1447 | 0.994 | 3.5454 | 0.3301 |
Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
Winning Trades | 196 | 92 | 104 | 104 | 57 | 47 |
Losing Trades | 41 | 26 | 15 | 133 | 61 | 72 |
Profitability (%) | 82.7004 | 77.9661 | 87.395 | 43.8819 | 48.3051 | 39.4958 |
Ratio Avg Win / Avg Loss | 0.0473 | 0.1819 | 0.0209 | 1.2711 | 3.7942 | 0.5058 |
Largest Winning Trade | 22888 | 22888 | 13231 | 3336850 | 3336850 | 1600310 |
Largest Losing Trade | -1229889 | -64506 | -1229889 | -4808517 | -902088 | -4808517 |
Avg Bars in Trades | 45 | 51 | 40 | 45 | 51 | 40 |
Avg Bars in Winners | 13 | 13 | 14 | 66 | 83 | 46 |
Avg Bars in Losers | 198 | 188 | 216 | 29 | 21 | 36 |
Bars Traded | 10879 | 6099 | 4780 | 10879 | 6099 | 4780 |
Profit Streak | 62.3475 | 84.8475 | 62.3475 | 62.3475 | 84.8475 | 62.3475 |
Trades During Streak | 16 | 9 | 8 | 16 | 9 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573621 | -575496 | -574517 | -578485 | 564147 | -583488 |
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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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