Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1423429.7009 | 38638.3679 | -1462068.0689 | 129898.4401 | 15509433.3188 | -15379534.8787 |
Total P&L (%) | -1423.4297 | 38.6384 | -1462.0681 | 129.8984 | 15509.4333 | -15379.5349 |
Avg Daily Profit (%) | -0.765 | 0.0208 | -0.7858 | 0.0448 | 0.2718 | 0 |
Buy And Hold Return (%) | 5150.533 | 5150.533 | 5150.533 | 5150.533 | 5150.533 | 5150.533 |
Max Trade Drawdown | -1589795 | -131564 | -1558104 | -26313992 | -4231982 | -24447320 |
Profit Factor | 0.3743 | 1.0929 | 0.2136 | 1.0026 | 2.1385 | 0.5857 |
Total Trades | 229 | 115 | 114 | 229 | 115 | 114 |
Winning Trades | 143 | 70 | 73 | 117 | 61 | 56 |
Losing Trades | 86 | 45 | 41 | 112 | 54 | 58 |
Profitability (%) | 62.4454 | 60.8696 | 64.0351 | 51.0917 | 53.0435 | 49.1228 |
Ratio Avg Win / Avg Loss | 0.2251 | 0.7026 | 0.12 | 0.9597 | 1.8931 | 0.6066 |
Largest Winning Trade | 29754 | 29754 | 24526 | 8197822 | 8197822 | 5144893 |
Largest Losing Trade | -751911 | -60040 | -751911 | -21592899 | -3320506 | -21592899 |
Avg Bars in Trades | 23 | 23 | 24 | 23 | 23 | 24 |
Avg Bars in Winners | 11 | 11 | 11 | 23 | 24 | 22 |
Avg Bars in Losers | 44 | 42 | 45 | 23 | 21 | 25 |
Bars Traded | 5433 | 2686 | 2747 | 5433 | 2686 | 2747 |
Profit Streak | 34.4936 | 68.1602 | 34.4936 | 34.4936 | 68.1602 | 34.4936 |
Trades During Streak | 5 | 7 | 2 | 5 | 7 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576153 | -447849 | -577939 | -515142 | 418581 | -580099 |
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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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