Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1941126.9644 | -14984.8899 | -1926142.0744 | -1803232.3283 | 18533370.046 | -20336602.3743 |
Total P&L (%) | -1941.127 | -14.9849 | -1926.1421 | -1803.2323 | 18533.37 | -20336.6024 |
Avg Daily Profit (%) | -1.0391 | -0.008 | -1.0311 | 0 | 0.2802 | 0 |
Buy And Hold Return (%) | 7272.3077 | 7272.3077 | 7272.3077 | 7272.3077 | 7272.3077 | 7272.3077 |
Max Trade Drawdown | -2146047 | -142569 | -2053643 | -30765263 | -6096585 | -39425651 |
Profit Factor | 0.3161 | 0.9535 | 0.2344 | 0.9802 | 2.0048 | 0.7206 |
Total Trades | 227 | 114 | 113 | 227 | 114 | 113 |
Winning Trades | 155 | 68 | 87 | 104 | 57 | 47 |
Losing Trades | 72 | 46 | 26 | 123 | 57 | 66 |
Profitability (%) | 68.2819 | 59.6491 | 76.9912 | 45.815 | 50 | 41.5929 |
Ratio Avg Win / Avg Loss | 0.1468 | 0.645 | 0.07 | 1.1593 | 2.0048 | 1.0119 |
Largest Winning Trade | 41897 | 41897 | 31337 | 17283893 | 11402113 | 17283893 |
Largest Losing Trade | -906235 | -50117 | -906235 | -22655359 | -1715318 | -22655359 |
Avg Bars in Trades | 15 | 5 | 26 | 15 | 5 | 26 |
Avg Bars in Winners | 7 | 3 | 11 | 18 | 5 | 33 |
Avg Bars in Losers | 32 | 7 | 77 | 13 | 4 | 22 |
Bars Traded | 3589 | 573 | 3016 | 3589 | 573 | 3016 |
Profit Streak | 51.5348 | 107.0348 | 0 | 0 | 0 | 93.0348 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576378 | -578146 | -576977 | -579273 | 325703 | -581797 |
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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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