Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1070704.0825 | 149629.5297 | -1220333.6123 | 4017437.6929 | -5774679.87 | 9792117.5629 |
Total P&L (%) | -1070.7041 | 149.6295 | -1220.3336 | 4017.4377 | -5774.6799 | 9792.1176 |
Avg Daily Profit (%) | -0.4724 | 0.066 | -0.5384 | 0.1642 | 0 | 0.2029 |
Buy And Hold Return (%) | 201.5086 | 201.5086 | 201.5086 | 201.5086 | 201.5086 | 201.5086 |
Max Trade Drawdown | -1368228 | -104304 | -1386618 | -7846918 | -7035609 | -3311790 |
Profit Factor | 0.5276 | 1.2885 | 0.3019 | 1.115 | 0.729 | 1.7183 |
Total Trades | 241 | 120 | 121 | 241 | 120 | 121 |
Winning Trades | 131 | 62 | 69 | 127 | 58 | 69 |
Losing Trades | 110 | 58 | 52 | 114 | 62 | 52 |
Profitability (%) | 54.3568 | 51.6667 | 57.0248 | 52.6971 | 48.3333 | 57.0248 |
Ratio Avg Win / Avg Loss | 0.4431 | 1.2054 | 0.2275 | 1.0008 | 0.7793 | 1.295 |
Largest Winning Trade | 57560 | 57560 | 47618 | 8725926 | 1485177 | 8725926 |
Largest Losing Trade | -910851 | -58707 | -910851 | -2236149 | -2236149 | -2057514 |
Avg Bars in Trades | 35 | 41 | 30 | 35 | 41 | 30 |
Avg Bars in Winners | 22 | 26 | 19 | 25 | 27 | 23 |
Avg Bars in Losers | 51 | 56 | 45 | 47 | 53 | 40 |
Bars Traded | 8658 | 4935 | 3723 | 8658 | 4935 | 3723 |
Profit Streak | 16.5266 | 0 | 23.0266 | 16.5266 | 0 | 23.0266 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578378 | -270565 | -579062 | -84136 | -581661 | 429250 |
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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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