Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -652446.1467 | 432812.1116 | -1085258.2583 | 1323064.0829 | -27808491.9857 | 29131556.0686 |
Total P&L (%) | -652.4461 | 432.8121 | -1085.2583 | 1323.0641 | -27808.492 | 29131.5561 |
Avg Daily Profit (%) | -0.3324 | 0.2205 | -0.5529 | 0.1354 | 0 | 0.2897 |
Buy And Hold Return (%) | 4050.9847 | 4050.9847 | 4050.9847 | 4050.9847 | 4050.9847 | 4050.9847 |
Max Trade Drawdown | -1124981 | -91445 | -1308897 | -30608266 | -31822867 | -13716703 |
Profit Factor | 0.71 | 1.9613 | 0.3969 | 1.0173 | 0.3048 | 1.8022 |
Total Trades | 241 | 120 | 121 | 241 | 120 | 121 |
Winning Trades | 131 | 64 | 67 | 127 | 62 | 65 |
Losing Trades | 110 | 56 | 54 | 114 | 58 | 56 |
Profitability (%) | 54.3568 | 53.3333 | 55.3719 | 52.6971 | 51.6667 | 53.719 |
Ratio Avg Win / Avg Loss | 0.5962 | 1.7161 | 0.3199 | 0.9132 | 0.2851 | 1.5527 |
Largest Winning Trade | 165045 | 165045 | 70040 | 49859020 | 1474707 | 49859020 |
Largest Losing Trade | -962276 | -52933 | -962276 | -18299276 | -18299276 | -10689411 |
Avg Bars in Trades | 48 | 48 | 47 | 48 | 48 | 47 |
Avg Bars in Winners | 46 | 54 | 39 | 47 | 54 | 40 |
Avg Bars in Losers | 50 | 42 | 58 | 49 | 42 | 55 |
Bars Traded | 11606 | 5846 | 5760 | 11606 | 5846 | 5760 |
Profit Streak | 438.9029 | 462.4029 | 438.9029 | 438.9029 | 462.4029 | 438.9029 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577990 | -153098 | -579729 | -378232 | -579836 | 470051 |
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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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