Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1084099.6869 | 114963.8543 | -1199063.5412 | 500145.3849 | 3974926.7516 | -3474781.3668 |
Total P&L (%) | -1084.0997 | 114.9639 | -1199.0635 | 500.1454 | 3974.9268 | -3474.7814 |
Avg Daily Profit (%) | -0.4925 | 0.0522 | -0.5448 | 0.0815 | 0.1686 | 0 |
Buy And Hold Return (%) | 551.8991 | 551.8991 | 551.8991 | 551.8991 | 551.8991 | 551.8991 |
Max Trade Drawdown | -1135810 | -94257 | -1257548 | -11019265 | -662485 | -11737090 |
Profit Factor | 0.5165 | 1.2999 | 0.3549 | 1.0292 | 2.1585 | 0.7465 |
Total Trades | 339 | 170 | 169 | 339 | 170 | 169 |
Winning Trades | 249 | 108 | 141 | 139 | 72 | 67 |
Losing Trades | 90 | 62 | 28 | 200 | 98 | 102 |
Profitability (%) | 73.4513 | 63.5294 | 83.432 | 41.003 | 42.3529 | 39.645 |
Ratio Avg Win / Avg Loss | 0.1867 | 0.7462 | 0.0705 | 1.4808 | 2.938 | 1.1364 |
Largest Winning Trade | 63210 | 63210 | 35501 | 1442868 | 915588 | 1442868 |
Largest Losing Trade | -740981 | -42672 | -740981 | -9516220 | -457316 | -9516220 |
Avg Bars in Trades | 25 | 12 | 38 | 25 | 12 | 38 |
Avg Bars in Winners | 11 | 5 | 16 | 34 | 16 | 53 |
Avg Bars in Losers | 62 | 23 | 148 | 18 | 8 | 28 |
Bars Traded | 8557 | 2067 | 6490 | 8557 | 2067 | 6490 |
Profit Streak | 30.2454 | 30.2454 | 53.4954 | 30.2454 | 30.2454 | 53.4954 |
Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574186 | -287154 | -574374 | -437936 | 378598 | -581235 |
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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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