Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2007697.0847 | -92613.961 | -1915083.1236 | 1255829.6899 | 25700094.2875 | -24444264.5977 |
Total P&L (%) | -2007.6971 | -92.614 | -1915.0831 | 1255.8297 | 25700.0943 | -24444.2646 |
Avg Daily Profit (%) | -1.0744 | -0.0496 | -1.0248 | 0.1396 | 0.2976 | 0 |
Buy And Hold Return (%) | 588.8374 | 588.8374 | 588.8374 | 588.8374 | 588.8374 | 588.8374 |
Max Trade Drawdown | -2146141 | -233832 | -2026069 | -36351057 | -5665594 | -36752062 |
Profit Factor | 0.2963 | 0.7966 | 0.2012 | 1.0187 | 2.5834 | 0.5217 |
Total Trades | 277 | 138 | 139 | 277 | 138 | 139 |
Winning Trades | 211 | 98 | 113 | 121 | 66 | 55 |
Losing Trades | 66 | 40 | 26 | 156 | 72 | 84 |
Profitability (%) | 76.1733 | 71.0145 | 81.295 | 43.6823 | 47.8261 | 39.5683 |
Ratio Avg Win / Avg Loss | 0.0927 | 0.3252 | 0.0463 | 1.3133 | 2.8183 | 0.7967 |
Largest Winning Trade | 40382 | 40382 | 40113 | 13642302 | 10473084 | 13642302 |
Largest Losing Trade | -1307203 | -47965 | -1307203 | -26770882 | -3729095 | -26770882 |
Avg Bars in Trades | 19 | 16 | 23 | 19 | 16 | 23 |
Avg Bars in Winners | 8 | 5 | 10 | 26 | 23 | 30 |
Avg Bars in Losers | 56 | 42 | 77 | 14 | 9 | 18 |
Bars Traded | 5518 | 2279 | 3239 | 5518 | 2279 | 3239 |
Profit Streak | 57.7357 | 85.4023 | 57.7357 | 57.7357 | 85.4023 | 57.7357 |
Trades During Streak | 16 | 10 | 8 | 16 | 10 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573881 | -576325 | -574775 | -211214 | 528527 | -583125 |
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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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