Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1502811.2599 | 7053.7955 | -1509865.0554 | 98607.5842 | 17049217.7669 | -16950610.1826 |
Total P&L (%) | -1502.8113 | 7.0538 | -1509.8651 | 98.6076 | 17049.2178 | -16950.6102 |
Avg Daily Profit (%) | -0.8066 | 0.0038 | -0.8103 | 0.0368 | 0.2765 | 0 |
Buy And Hold Return (%) | 5554.9992 | 5554.9992 | 5554.9992 | 5554.9992 | 5554.9992 | 5554.9992 |
Max Trade Drawdown | -1672015 | -141848 | -1616103 | -34190324 | -8711087 | -28588260 |
Profit Factor | 0.3623 | 1.0165 | 0.2177 | 1.0015 | 1.8662 | 0.6351 |
Total Trades | 351 | 176 | 175 | 351 | 176 | 175 |
Winning Trades | 234 | 114 | 120 | 172 | 89 | 83 |
Losing Trades | 117 | 62 | 55 | 179 | 87 | 92 |
Profitability (%) | 66.6667 | 64.7727 | 68.5714 | 49.0028 | 50.5682 | 47.4286 |
Ratio Avg Win / Avg Loss | 0.1812 | 0.5528 | 0.0998 | 1.0422 | 1.8243 | 0.7039 |
Largest Winning Trade | 27817 | 27817 | 21130 | 10491395 | 10491395 | 6827517 |
Largest Losing Trade | -767232 | -63277 | -767232 | -25020917 | -4781856 | -25020917 |
Avg Bars in Trades | 61 | 59 | 64 | 61 | 59 | 64 |
Avg Bars in Winners | 23 | 28 | 18 | 62 | 63 | 60 |
Avg Bars in Losers | 138 | 116 | 163 | 61 | 55 | 67 |
Bars Traded | 21733 | 10494 | 11238 | 21733 | 10494 | 11238 |
Profit Streak | 29.4568 | 29.4568 | 38.6235 | 29.4568 | 29.4568 | 38.6235 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575777 | -554730 | -577021 | -525908 | 365899 | -580428 |
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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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