Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1331577.6344 | 34626.1975 | -1366203.8319 | -26995.8154 | 3441153.2938 | -3468149.1092 |
Total P&L (%) | -1331.5776 | 34.6262 | -1366.2038 | -26.9958 | 3441.1533 | -3468.1491 |
Avg Daily Profit (%) | -0.7183 | 0.0187 | -0.737 | -0.017 | 0.1926 | 0 |
Buy And Hold Return (%) | 104.5685 | 104.5685 | 104.5685 | 104.5685 | 104.5685 | 104.5685 |
Max Trade Drawdown | -1486188 | -160182 | -1500913 | -8616965 | -621187 | -10159630 |
Profit Factor | 0.4669 | 1.1087 | 0.3731 | 0.9988 | 2.1316 | 0.82 |
Total Trades | 375 | 188 | 187 | 375 | 188 | 187 |
Winning Trades | 300 | 137 | 163 | 232 | 118 | 114 |
Losing Trades | 75 | 51 | 24 | 143 | 70 | 73 |
Profitability (%) | 80 | 72.8723 | 87.1658 | 61.8667 | 62.766 | 60.9626 |
Ratio Avg Win / Avg Loss | 0.1167 | 0.4127 | 0.0549 | 0.6156 | 1.2645 | 0.5251 |
Largest Winning Trade | 24896 | 13050 | 24896 | 3666211 | 880892 | 3666211 |
Largest Losing Trade | -1140911 | -41086 | -1140911 | -5756160 | -621187 | -5756160 |
Avg Bars in Trades | 58 | 11 | 105 | 58 | 11 | 105 |
Avg Bars in Winners | 23 | 4 | 39 | 44 | 9 | 80 |
Avg Bars in Losers | 198 | 32 | 552 | 81 | 15 | 144 |
Bars Traded | 21992 | 2222 | 19770 | 21992 | 2222 | 19770 |
Profit Streak | 5.8682 | 5.8682 | 10.2849 | 5.8682 | 5.8682 | 10.2849 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573757 | -431938 | -574390 | -576107 | 503237 | -577832 |
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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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