Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1454778.4081 | 190898.3125 | -1645676.7206 | 1404816.2772 | -13801318.8992 | 15206135.1764 |
Total P&L (%) | -1454.7784 | 190.8983 | -1645.6767 | 1404.8163 | -13801.3189 | 15206.1352 |
Avg Daily Profit (%) | -0.7411 | 0.0972 | -0.8383 | 0.1382 | 0 | 0.2566 |
Buy And Hold Return (%) | 1597.5392 | 1597.5392 | 1597.5392 | 1597.5392 | 1597.5392 | 1597.5392 |
Max Trade Drawdown | -1747067 | -97580 | -1809173 | -24511976 | -16518480 | -15393217 |
Profit Factor | 0.4577 | 1.4313 | 0.2654 | 1.0168 | 0.6477 | 1.3425 |
Total Trades | 310 | 155 | 155 | 310 | 155 | 155 |
Winning Trades | 171 | 84 | 87 | 169 | 82 | 87 |
Losing Trades | 139 | 71 | 68 | 141 | 73 | 68 |
Profitability (%) | 55.1613 | 54.1935 | 56.129 | 54.5161 | 52.9032 | 56.129 |
Ratio Avg Win / Avg Loss | 0.3721 | 1.2097 | 0.2074 | 0.8483 | 0.5766 | 1.0493 |
Largest Winning Trade | 38458 | 34296 | 38458 | 30515233 | 2483336 | 30515233 |
Largest Losing Trade | -1540174 | -59798 | -1540174 | -14610710 | -14610710 | -13217083 |
Avg Bars in Trades | 36 | 38 | 35 | 36 | 38 | 35 |
Avg Bars in Winners | 26 | 28 | 24 | 26 | 28 | 25 |
Avg Bars in Losers | 49 | 49 | 49 | 48 | 48 | 48 |
Bars Traded | 11402 | 5913 | 5489 | 11402 | 5913 | 5489 |
Profit Streak | 406.1605 | 0 | 428.4938 | 406.1605 | 0 | 428.4938 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577902 | -227233 | -578764 | -374794 | -580145 | 391630 |
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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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