Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1909226.8 | 108324.5173 | -2017551.3173 | 1007155.0132 | -10625531.776 | 11632686.7891 |
Total P&L (%) | -1909.2268 | 108.3245 | -2017.5513 | 1007.155 | -10625.5318 | 11632.6868 |
Avg Daily Profit (%) | -0.9726 | 0.0552 | -1.0278 | 0.1226 | 0 | 0.243 |
Buy And Hold Return (%) | 1484.1336 | 1484.1336 | 1484.1336 | 1484.1336 | 1484.1336 | 1484.1336 |
Max Trade Drawdown | -2080312 | -134431 | -2109862 | -29975897 | -23823479 | -9711659 |
Profit Factor | 0.3342 | 1.2725 | 0.1832 | 1.013 | 0.7418 | 1.3192 |
Total Trades | 396 | 198 | 198 | 396 | 198 | 198 |
Winning Trades | 286 | 145 | 141 | 280 | 140 | 140 |
Losing Trades | 110 | 53 | 57 | 116 | 58 | 58 |
Profitability (%) | 72.2222 | 73.2323 | 71.2121 | 70.7071 | 70.7071 | 70.7071 |
Ratio Avg Win / Avg Loss | 0.1285 | 0.4651 | 0.0741 | 0.4197 | 0.3073 | 0.5465 |
Largest Winning Trade | 20434 | 20434 | 19047 | 23947106 | 2989028 | 23947106 |
Largest Losing Trade | -1879012 | -64298 | -1879012 | -17941500 | -17941500 | -6831440 |
Avg Bars in Trades | 28 | 30 | 26 | 28 | 30 | 26 |
Avg Bars in Winners | 8 | 8 | 8 | 9 | 8 | 9 |
Avg Bars in Losers | 81 | 92 | 70 | 75 | 84 | 67 |
Bars Traded | 11345 | 6068 | 5277 | 11345 | 6068 | 5277 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575549 | -283264 | -577269 | -397639 | -577612 | 373796 |
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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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