Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1460459.3043 | 40248.301 | -1500707.6053 | 18008.6852 | 20567535.8478 | -20549527.1626 |
Total P&L (%) | -1460.4593 | 40.2483 | -1500.7076 | 18.0087 | 20567.5358 | -20549.5272 |
Avg Daily Profit (%) | -0.7818 | 0.0215 | -0.8034 | 0.0089 | 0.2858 | 0 |
Buy And Hold Return (%) | 4503.6211 | 4503.6211 | 4503.6211 | 4503.6211 | 4503.6211 | 4503.6211 |
Max Trade Drawdown | -1674561 | -173973 | -1616489 | -45009440 | -8209862 | -38147062 |
Profit Factor | 0.4103 | 1.0805 | 0.2407 | 1.0002 | 1.9492 | 0.6486 |
Total Trades | 455 | 228 | 227 | 455 | 228 | 227 |
Winning Trades | 282 | 135 | 147 | 240 | 126 | 114 |
Losing Trades | 173 | 93 | 80 | 215 | 102 | 113 |
Profitability (%) | 61.978 | 59.2105 | 64.7577 | 52.7473 | 55.2632 | 50.2203 |
Ratio Avg Win / Avg Loss | 0.2517 | 0.7443 | 0.131 | 0.896 | 1.5779 | 0.6429 |
Largest Winning Trade | 38926 | 38926 | 29503 | 9498333 | 9205354 | 9498333 |
Largest Losing Trade | -820207 | -57965 | -820207 | -34842243 | -5507884 | -34842243 |
Avg Bars in Trades | 47 | 46 | 48 | 47 | 46 | 48 |
Avg Bars in Winners | 20 | 24 | 16 | 45 | 49 | 41 |
Avg Bars in Losers | 92 | 79 | 107 | 50 | 43 | 56 |
Bars Traded | 21725 | 10641 | 11084 | 21725 | 10641 | 11084 |
Profit Streak | 33.6803 | 33.847 | 33.6803 | 33.6803 | 33.847 | 33.6803 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575400 | -460689 | -577691 | -564529 | 470474 | -579575 |
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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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