Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2108357.8687 | -139678.4201 | -1968679.4486 | 379803.1857 | 22838129.6573 | -22458326.4716 |
Total P&L (%) | -2108.3579 | -139.6784 | -1968.6794 | 379.8032 | 22838.1297 | -22458.3265 |
Avg Daily Profit (%) | -1.1219 | -0.0743 | -1.0476 | 0.0835 | 0.2897 | 0 |
Buy And Hold Return (%) | 287.0026 | 287.0026 | 287.0026 | 287.0026 | 287.0026 | 287.0026 |
Max Trade Drawdown | -2319438 | -267227 | -2079468 | -25006850 | -3381846 | -26565683 |
Profit Factor | 0.2562 | 0.7199 | 0.1572 | 1.0081 | 3.174 | 0.3811 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 146 | 66 | 80 | 88 | 48 | 40 |
Losing Trades | 44 | 29 | 15 | 102 | 47 | 55 |
Profitability (%) | 76.8421 | 69.4737 | 84.2105 | 46.3158 | 50.5263 | 42.1053 |
Ratio Avg Win / Avg Loss | 0.0772 | 0.3163 | 0.0295 | 1.1685 | 3.1079 | 0.524 |
Largest Winning Trade | 33778 | 33778 | 16313 | 9083834 | 9083834 | 6408852 |
Largest Losing Trade | -1271596 | -54892 | -1271596 | -20031223 | -2073617 | -20031223 |
Avg Bars in Trades | 39 | 45 | 33 | 39 | 45 | 33 |
Avg Bars in Winners | 15 | 14 | 16 | 50 | 61 | 37 |
Avg Bars in Losers | 117 | 115 | 120 | 29 | 28 | 29 |
Bars Traded | 7434 | 4286 | 3148 | 7434 | 4286 | 3148 |
Profit Streak | 30.7352 | 30.7352 | 69.7352 | 30.7352 | 30.7352 | 69.7352 |
Trades During Streak | 5 | 2 | 9 | 5 | 2 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574767 | -577275 | -574874 | -357178 | 562978 | -582520 |
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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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