Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1476701.714 | 36973.3748 | -1513675.0887 | -80090.1911 | 28288810.0729 | -28368900.264 |
Total P&L (%) | -1476.7017 | 36.9734 | -1513.6751 | -80.0902 | 28288.8101 | -28368.9003 |
Avg Daily Profit (%) | -0.7908 | 0.0198 | -0.8106 | -0.0864 | 0.303 | 0 |
Buy And Hold Return (%) | 5937.6881 | 5937.6881 | 5937.6881 | 5937.6881 | 5937.6881 | 5937.6881 |
Max Trade Drawdown | -1619730 | -159695 | -1603610 | -45708960 | -15397092 | -53191287 |
Profit Factor | 0.4128 | 1.0749 | 0.2511 | 0.9994 | 1.5522 | 0.6543 |
Total Trades | 389 | 195 | 194 | 389 | 195 | 194 |
Winning Trades | 268 | 130 | 138 | 182 | 95 | 87 |
Losing Trades | 121 | 65 | 56 | 207 | 100 | 107 |
Profitability (%) | 68.8946 | 66.6667 | 71.134 | 46.7866 | 48.7179 | 44.8454 |
Ratio Avg Win / Avg Loss | 0.1864 | 0.5374 | 0.1019 | 1.1367 | 1.6339 | 0.8047 |
Largest Winning Trade | 29652 | 23755 | 29652 | 19765742 | 19765742 | 13850784 |
Largest Losing Trade | -809336 | -54412 | -809336 | -26074475 | -4435510 | -26074475 |
Avg Bars in Trades | 28 | 27 | 29 | 28 | 27 | 29 |
Avg Bars in Winners | 10 | 12 | 8 | 26 | 28 | 25 |
Avg Bars in Losers | 66 | 55 | 80 | 29 | 26 | 32 |
Bars Traded | 10942 | 5276 | 5666 | 10942 | 5276 | 5666 |
Profit Streak | 20.4839 | 49.4839 | 20.4839 | 20.4839 | 49.4839 | 20.4839 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574548 | -467573 | -576746 | -576580 | 428622 | -581490 |
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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) |
---|