Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1591411.7023 | 186625.235 | -1778036.9373 | 2964766.2881 | -16430709.6513 | 19395475.9394 |
Total P&L (%) | -1591.4117 | 186.6252 | -1778.0369 | 2964.7663 | -16430.7097 | 19395.4759 |
Avg Daily Profit (%) | -0.8107 | 0.0951 | -0.9058 | 0.1745 | 0 | 0.269 |
Buy And Hold Return (%) | 2868.7011 | 2868.7011 | 2868.7011 | 2868.7011 | 2868.7011 | 2868.7011 |
Max Trade Drawdown | -1906915 | -136634 | -1937964 | -52529011 | -43014534 | -20301224 |
Profit Factor | 0.4382 | 1.3971 | 0.2474 | 1.0161 | 0.8308 | 1.2236 |
Total Trades | 318 | 159 | 159 | 318 | 159 | 159 |
Winning Trades | 166 | 84 | 82 | 164 | 81 | 83 |
Losing Trades | 152 | 75 | 77 | 154 | 78 | 76 |
Profitability (%) | 52.2013 | 52.8302 | 51.5723 | 51.5723 | 50.9434 | 52.2013 |
Ratio Avg Win / Avg Loss | 0.4012 | 1.2474 | 0.2323 | 0.9542 | 0.8 | 1.1204 |
Largest Winning Trade | 42110 | 42110 | 34850 | 37125850 | 9608489 | 37125850 |
Largest Losing Trade | -1689368 | -57238 | -1689368 | -28243316 | -28243316 | -18063862 |
Avg Bars in Trades | 35 | 38 | 33 | 35 | 38 | 33 |
Avg Bars in Winners | 23 | 23 | 23 | 23 | 23 | 24 |
Avg Bars in Losers | 49 | 54 | 44 | 48 | 52 | 44 |
Bars Traded | 11396 | 6046 | 5350 | 11396 | 6046 | 5350 |
Profit Streak | 409.7925 | 0 | 500.2925 | 409.7925 | 0 | 500.2925 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578244 | -230500 | -578943 | -349540 | -580378 | 360053 |
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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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