Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1955564.5958 | -43461.2578 | -1912103.338 | -16090.6719 | -12561049.9399 | 12544959.268 |
Total P&L (%) | -1955.5646 | -43.4613 | -1912.1033 | -16.0907 | -12561.0499 | 12544.9593 |
Avg Daily Profit (%) | -0.9387 | -0.0209 | -0.9178 | -0.0084 | 0 | 0.2326 |
Buy And Hold Return (%) | 877.0774 | 877.0774 | 877.0774 | 877.0774 | 877.0774 | 877.0774 |
Max Trade Drawdown | -2036643 | -124159 | -1976432 | -20910682 | -17504514 | -5225194 |
Profit Factor | 0.2762 | 0.8975 | 0.1605 | 0.9996 | 0.5347 | 1.7856 |
Total Trades | 368 | 184 | 184 | 368 | 184 | 184 |
Winning Trades | 303 | 151 | 152 | 287 | 142 | 145 |
Losing Trades | 65 | 33 | 32 | 81 | 42 | 39 |
Profitability (%) | 82.337 | 82.0652 | 82.6087 | 77.9891 | 77.1739 | 78.8043 |
Ratio Avg Win / Avg Loss | 0.0592 | 0.1961 | 0.0338 | 0.2821 | 0.1581 | 0.4803 |
Largest Winning Trade | 23077 | 23077 | 13169 | 16296715 | 2464645 | 16296715 |
Largest Losing Trade | -1263138 | -62892 | -1263138 | -11191256 | -11191256 | -3573122 |
Avg Bars in Trades | 66 | 73 | 59 | 66 | 73 | 59 |
Avg Bars in Winners | 16 | 15 | 16 | 20 | 17 | 24 |
Avg Bars in Losers | 299 | 335 | 262 | 227 | 262 | 189 |
Bars Traded | 24369 | 13439 | 10931 | 24369 | 13439 | 10931 |
Profit Streak | 17.0018 | 17.0018 | 59.6685 | 17.0018 | 17.0018 | 59.6685 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573153 | -574934 | -574381 | -573641 | -575779 | 526869 |
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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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