Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1418383.0939 | 85262.7188 | -1503645.8127 | 1629968.2365 | 20805448.2622 | -19175480.0256 |
Total P&L (%) | -1418.3831 | 85.2627 | -1503.6458 | 1629.9682 | 20805.4483 | -19175.48 |
Avg Daily Profit (%) | -0.7618 | 0.0458 | -0.8076 | 0.1532 | 0.2874 | 0 |
Buy And Hold Return (%) | 5228.7972 | 5228.7972 | 5228.7972 | 5228.7972 | 5228.7972 | 5228.7972 |
Max Trade Drawdown | -1611263 | -130332 | -1623420 | -38993026 | -13415898 | -40737930 |
Profit Factor | 0.4483 | 1.1737 | 0.2771 | 1.0143 | 1.5317 | 0.745 |
Total Trades | 511 | 256 | 255 | 511 | 256 | 255 |
Winning Trades | 338 | 168 | 170 | 246 | 121 | 125 |
Losing Trades | 173 | 88 | 85 | 265 | 135 | 130 |
Profitability (%) | 66.1448 | 65.625 | 66.6667 | 48.1409 | 47.2656 | 49.0196 |
Ratio Avg Win / Avg Loss | 0.2294 | 0.6148 | 0.1385 | 1.0926 | 1.7089 | 0.7747 |
Largest Winning Trade | 40003 | 40003 | 29652 | 13924640 | 13924640 | 13469959 |
Largest Losing Trade | -782433 | -59952 | -782433 | -20646258 | -3087468 | -20646258 |
Avg Bars in Trades | 21 | 20 | 21 | 21 | 20 | 21 |
Avg Bars in Winners | 7 | 8 | 7 | 21 | 21 | 20 |
Avg Bars in Losers | 47 | 44 | 51 | 21 | 20 | 22 |
Bars Traded | 10866 | 5325 | 5541 | 10866 | 5325 | 5541 |
Profit Streak | 32.0091 | 45.3424 | 32.0091 | 32.0091 | 45.3424 | 32.0091 |
Trades During Streak | 5 | 7 | 2 | 5 | 7 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574202 | -323923 | -576563 | -359223 | 387043 | -579105 |
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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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