Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1364250.0925 | 15434.9332 | -1379685.0257 | 1028138.3118 | -10508057.5099 | 11536195.8217 |
Total P&L (%) | -1364.2501 | 15.4349 | -1379.685 | 1028.1383 | -10508.0575 | 11536.1958 |
Avg Daily Profit (%) | -0.6049 | 0.0068 | -0.6118 | 0.1075 | 0 | 0.2111 |
Buy And Hold Return (%) | 362.9874 | 362.9874 | 362.9874 | 362.9874 | 362.9874 | 362.9874 |
Max Trade Drawdown | -1429795 | -91163 | -1448255 | -12135038 | -11945907 | -3964333 |
Profit Factor | 0.3474 | 1.0418 | 0.1983 | 1.0313 | 0.5189 | 2.0474 |
Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Winning Trades | 156 | 78 | 78 | 136 | 65 | 71 |
Losing Trades | 47 | 23 | 24 | 67 | 36 | 31 |
Profitability (%) | 76.8473 | 77.2277 | 76.4706 | 66.9951 | 64.3564 | 69.6078 |
Ratio Avg Win / Avg Loss | 0.1047 | 0.3072 | 0.061 | 0.5081 | 0.2874 | 0.8939 |
Largest Winning Trade | 50383 | 50383 | 16648 | 9703966 | 1404764 | 9703966 |
Largest Losing Trade | -1000462 | -58796 | -1000462 | -7580450 | -7580450 | -2391660 |
Avg Bars in Trades | 42 | 47 | 36 | 42 | 47 | 36 |
Avg Bars in Winners | 14 | 15 | 12 | 16 | 13 | 18 |
Avg Bars in Losers | 135 | 159 | 113 | 94 | 109 | 77 |
Bars Traded | 8571 | 4847 | 3724 | 8571 | 4847 | 3724 |
Profit Streak | 44.7336 | 76.7336 | 44.7336 | 44.7336 | 76.7336 | 44.7336 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574664 | -520709 | -575931 | -235248 | -577734 | 475346 |
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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) |
---|