Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1183301.3442 | -14746.7703 | -1168554.5739 | -3045472.4467 | 25450610.3284 | -28496082.7751 |
Total P&L (%) | -1183.3013 | -14.7468 | -1168.5546 | -3045.4724 | 25450.6103 | -28496.0828 |
Avg Daily Profit (%) | -0.4972 | -0.0062 | -0.491 | 0 | 0.2332 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1438245 | -69604 | -1423204 | -56975593 | -7184935 | -69414684 |
Profit Factor | 0.491 | 0.9571 | 0.41 | 0.9746 | 2.2619 | 0.7145 |
Total Trades | 255 | 128 | 127 | 255 | 128 | 127 |
Winning Trades | 200 | 91 | 109 | 93 | 50 | 43 |
Losing Trades | 55 | 37 | 18 | 162 | 78 | 84 |
Profitability (%) | 78.4314 | 71.0938 | 85.8268 | 36.4706 | 39.0625 | 33.8583 |
Ratio Avg Win / Avg Loss | 0.135 | 0.3892 | 0.0677 | 1.6977 | 3.5285 | 1.3958 |
Largest Winning Trade | 34155 | 24036 | 34155 | 27151705 | 18438949 | 27151705 |
Largest Losing Trade | -834791 | -46997 | -834791 | -39147969 | -2610832 | -39147969 |
Avg Bars in Trades | 36 | 9 | 64 | 36 | 9 | 64 |
Avg Bars in Winners | 19 | 4 | 32 | 49 | 14 | 90 |
Avg Bars in Losers | 98 | 22 | 255 | 29 | 6 | 50 |
Bars Traded | 9389 | 1241 | 8148 | 9389 | 1241 | 8148 |
Profit Streak | 6.8128 | 56.5628 | 0 | 0 | 0 | 59.3128 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575072 | -577418 | -576261 | -581927 | 303722 | -585045 |
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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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