Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1601887.7474 | -16940.3528 | -1584947.3945 | -74217.9419 | 15586794.3863 | -15661012.3282 |
Total P&L (%) | -1601.8877 | -16.9404 | -1584.9474 | -74.2179 | 15586.7944 | -15661.0123 |
Avg Daily Profit (%) | -0.8595 | -0.0091 | -0.8504 | -0.0727 | 0.2716 | 0 |
Buy And Hold Return (%) | 5613.0255 | 5613.0255 | 5613.0255 | 5613.0255 | 5613.0255 | 5613.0255 |
Max Trade Drawdown | -1748675 | -193413 | -1676445 | -30985631 | -7882111 | -27915379 |
Profit Factor | 0.3577 | 0.9633 | 0.2201 | 0.9989 | 1.7238 | 0.6733 |
Total Trades | 371 | 186 | 185 | 371 | 186 | 185 |
Winning Trades | 252 | 123 | 129 | 168 | 89 | 79 |
Losing Trades | 119 | 63 | 56 | 203 | 97 | 106 |
Profitability (%) | 67.9245 | 66.129 | 69.7297 | 45.283 | 47.8495 | 42.7027 |
Ratio Avg Win / Avg Loss | 0.1689 | 0.4934 | 0.0955 | 1.207 | 1.8788 | 0.9034 |
Largest Winning Trade | 27268 | 22171 | 27268 | 8943536 | 8943536 | 8428868 |
Largest Losing Trade | -808525 | -54623 | -808525 | -21399155 | -3854772 | -21399155 |
Avg Bars in Trades | 58 | 55 | 62 | 58 | 55 | 62 |
Avg Bars in Winners | 21 | 23 | 19 | 57 | 58 | 57 |
Avg Bars in Losers | 138 | 118 | 160 | 60 | 53 | 66 |
Bars Traded | 21874 | 10343 | 11531 | 21874 | 10343 | 11531 |
Profit Streak | 16.1057 | 30.8557 | 0 | 16.1057 | 30.8557 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575937 | -576807 | -577807 | -578429 | 347431 | -583202 |
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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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