Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1465053.7619 | -10975.7922 | -1454077.9697 | -83188.0193 | 2775247.1354 | -2858435.1547 |
Total P&L (%) | -1465.0538 | -10.9758 | -1454.078 | -83.188 | 2775.2471 | -2858.4352 |
Avg Daily Profit (%) | -0.7889 | -0.0059 | -0.783 | -0.096 | 0.181 | 0 |
Buy And Hold Return (%) | 147.1725 | 147.1725 | 147.1725 | 147.1725 | 147.1725 | 147.1725 |
Max Trade Drawdown | -1531543 | -147707 | -1534274 | -9353066 | -677699 | -9681631 |
Profit Factor | 0.4445 | 0.9717 | 0.3535 | 0.9939 | 2.7086 | 0.7609 |
Total Trades | 351 | 176 | 175 | 351 | 176 | 175 |
Winning Trades | 270 | 124 | 146 | 206 | 103 | 103 |
Losing Trades | 81 | 52 | 29 | 145 | 73 | 72 |
Profitability (%) | 76.9231 | 70.4545 | 83.4286 | 58.6895 | 58.5227 | 58.8571 |
Ratio Avg Win / Avg Loss | 0.1334 | 0.4075 | 0.0702 | 0.6996 | 1.9197 | 0.5319 |
Largest Winning Trade | 31206 | 19620 | 31206 | 2187416 | 844271 | 2187416 |
Largest Losing Trade | -1129407 | -47315 | -1129407 | -8629100 | -677699 | -8629100 |
Avg Bars in Trades | 31 | 11 | 51 | 31 | 11 | 51 |
Avg Bars in Winners | 12 | 5 | 18 | 24 | 9 | 40 |
Avg Bars in Losers | 93 | 25 | 216 | 40 | 13 | 68 |
Bars Traded | 11017 | 1988 | 9029 | 11017 | 1988 | 9029 |
Profit Streak | 6.3953 | 6.3953 | 13.062 | 6.3953 | 6.3953 | 13.062 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574287 | -576790 | -574413 | -576651 | 557411 | -577764 |
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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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