Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1661808.6362 | 141486.335 | -1803294.9712 | 3482013.1452 | -12084062.9391 | 15566076.0843 |
Total P&L (%) | -1661.8086 | 141.4863 | -1803.295 | 3482.0131 | -12084.0629 | 15566.0761 |
Avg Daily Profit (%) | -0.8464 | 0.0721 | -0.9184 | 0.1824 | 0 | 0.2577 |
Buy And Hold Return (%) | 1672.0691 | 1672.0691 | 1672.0691 | 1672.0691 | 1672.0691 | 1672.0691 |
Max Trade Drawdown | -1918051 | -89069 | -1929911 | -17792731 | -14245203 | -11121798 |
Profit Factor | 0.3743 | 1.3783 | 0.2098 | 1.051 | 0.6234 | 1.4296 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 120 | 60 | 60 | 120 | 58 | 62 |
Losing Trades | 102 | 51 | 51 | 102 | 53 | 49 |
Profitability (%) | 54.0541 | 54.0541 | 54.0541 | 54.0541 | 52.2523 | 55.8559 |
Ratio Avg Win / Avg Loss | 0.3182 | 1.1715 | 0.1783 | 0.8933 | 0.5696 | 1.1298 |
Largest Winning Trade | 53975 | 45484 | 53975 | 23892068 | 3125394 | 23892068 |
Largest Losing Trade | -1606542 | -54990 | -1606542 | -11267368 | -11267368 | -8291258 |
Avg Bars in Trades | 33 | 29 | 38 | 33 | 29 | 38 |
Avg Bars in Winners | 26 | 21 | 30 | 27 | 22 | 32 |
Avg Bars in Losers | 42 | 38 | 47 | 41 | 36 | 46 |
Bars Traded | 7506 | 3226 | 4280 | 7506 | 3226 | 4280 |
Profit Streak | 404.7213 | 0 | 491.4713 | 404.7213 | 0 | 491.4713 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578505 | -261400 | -579174 | -162311 | -580467 | 404761 |
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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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