Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1498640.3316 | 19794.5389 | -1518434.8705 | 65147.6575 | 21360394.2918 | -21295246.6343 |
Total P&L (%) | -1498.6403 | 19.7945 | -1518.4349 | 65.1477 | 21360.3943 | -21295.2466 |
Avg Daily Profit (%) | -0.8029 | 0.0106 | -0.8136 | 0.0269 | 0.2881 | 0 |
Buy And Hold Return (%) | 5257.0315 | 5257.0315 | 5257.0315 | 5257.0315 | 5257.0315 | 5257.0315 |
Max Trade Drawdown | -1619342 | -154150 | -1591808 | -42896599 | -8937834 | -36166891 |
Profit Factor | 0.3518 | 1.0464 | 0.1947 | 1.001 | 2.1444 | 0.5714 |
Total Trades | 219 | 110 | 109 | 219 | 110 | 109 |
Winning Trades | 146 | 69 | 77 | 106 | 53 | 53 |
Losing Trades | 73 | 41 | 32 | 113 | 57 | 56 |
Profitability (%) | 66.6667 | 62.7273 | 70.6422 | 48.4018 | 48.1818 | 48.6239 |
Ratio Avg Win / Avg Loss | 0.1759 | 0.6218 | 0.0809 | 1.0671 | 2.3063 | 0.6038 |
Largest Winning Trade | 31611 | 30803 | 31611 | 10633170 | 10633170 | 8362814 |
Largest Losing Trade | -749131 | -60183 | -749131 | -32907774 | -6876592 | -32907774 |
Avg Bars in Trades | 99 | 97 | 100 | 99 | 97 | 100 |
Avg Bars in Winners | 42 | 50 | 35 | 100 | 110 | 90 |
Avg Bars in Losers | 212 | 177 | 256 | 97 | 85 | 110 |
Bars Traded | 21713 | 10745 | 10968 | 21713 | 10745 | 10968 |
Profit Streak | 0 | 0 | 41.4379 | 0 | 0 | 41.4379 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577471 | -514186 | -577538 | -541695 | 350451 | -581027 |
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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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