Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1931188.7743 | 6450.3459 | -1937639.1202 | 1221269.7103 | 41031539.5223 | -39810269.812 |
Total P&L (%) | -1931.1888 | 6.4503 | -1937.6391 | 1221.2697 | 41031.5395 | -39810.2698 |
Avg Daily Profit (%) | -1.0369 | 0.0035 | -1.0403 | 0.1387 | 0.3237 | 0 |
Buy And Hold Return (%) | 7951.8178 | 7951.8178 | 7951.8178 | 7951.8178 | 7951.8178 | 7951.8178 |
Max Trade Drawdown | -2143838 | -112197 | -2063962 | -57140312 | -9778812 | -63699925 |
Profit Factor | 0.3026 | 1.0219 | 0.2172 | 1.0105 | 2.4814 | 0.5495 |
Total Trades | 249 | 125 | 124 | 249 | 125 | 124 |
Winning Trades | 193 | 89 | 104 | 141 | 73 | 68 |
Losing Trades | 56 | 36 | 20 | 108 | 52 | 56 |
Profitability (%) | 77.51 | 71.2 | 83.871 | 56.6265 | 58.4 | 54.8387 |
Ratio Avg Win / Avg Loss | 0.0878 | 0.4134 | 0.0418 | 0.774 | 1.7675 | 0.4525 |
Largest Winning Trade | 31176 | 31176 | 20402 | 28381928 | 28381928 | 16814149 |
Largest Losing Trade | -840451 | -55381 | -840451 | -19282469 | -3468246 | -19282469 |
Avg Bars in Trades | 28 | 11 | 44 | 28 | 11 | 44 |
Avg Bars in Winners | 9 | 5 | 13 | 24 | 10 | 40 |
Avg Bars in Losers | 91 | 26 | 208 | 32 | 13 | 50 |
Bars Traded | 7016 | 1483 | 5533 | 7016 | 1483 | 5533 |
Profit Streak | 108.585 | 191.835 | 108.585 | 108.585 | 191.835 | 108.585 |
Trades During Streak | 15 | 13 | 7 | 15 | 13 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573934 | -547626 | -574956 | -379739 | 552550 | -578871 |
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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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