Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1593517.8768 | 70501.3044 | -1664019.1812 | 1013865.0251 | 29221615.1864 | -28207750.1613 |
Total P&L (%) | -1593.5179 | 70.5013 | -1664.0192 | 1013.865 | 29221.6152 | -28207.7502 |
Avg Daily Profit (%) | -0.8563 | 0.0379 | -0.8942 | 0.1296 | 0.3057 | 0 |
Buy And Hold Return (%) | 5808.5886 | 5808.5886 | 5808.5886 | 5808.5886 | 5808.5886 | 5808.5886 |
Max Trade Drawdown | -1847247 | -98605 | -1815548 | -51066321 | -7210832 | -52325825 |
Profit Factor | 0.3813 | 1.2223 | 0.2632 | 1.0089 | 1.9599 | 0.6596 |
Total Trades | 283 | 142 | 141 | 283 | 142 | 141 |
Winning Trades | 217 | 99 | 118 | 155 | 78 | 77 |
Losing Trades | 66 | 43 | 23 | 128 | 64 | 64 |
Profitability (%) | 76.6784 | 69.7183 | 83.6879 | 54.7703 | 54.9296 | 54.6099 |
Ratio Avg Win / Avg Loss | 0.116 | 0.5309 | 0.0513 | 0.8332 | 1.6081 | 0.5482 |
Largest Winning Trade | 27633 | 27633 | 23453 | 22965666 | 22965666 | 16047212 |
Largest Losing Trade | -804688 | -51034 | -804688 | -20299965 | -4566617 | -20299965 |
Avg Bars in Trades | 25 | 10 | 40 | 25 | 10 | 40 |
Avg Bars in Winners | 10 | 4 | 15 | 22 | 10 | 34 |
Avg Bars in Losers | 74 | 24 | 168 | 28 | 10 | 46 |
Bars Traded | 7185 | 1531 | 5654 | 7185 | 1531 | 5654 |
Profit Streak | 44.2582 | 98.2582 | 44.2582 | 44.2582 | 98.2582 | 44.2582 |
Trades During Streak | 3 | 8 | 1 | 3 | 8 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574141 | -305915 | -575879 | -393912 | 491338 | -579806 |
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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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