Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2118895.6352 | 71059.4776 | -2189955.1128 | -490627.1012 | 3318903.4232 | -3809530.5245 |
Total P&L (%) | -2118.8956 | 71.0595 | -2189.9551 | -490.6271 | 3318.9034 | -3809.5305 |
Avg Daily Profit (%) | -0.9537 | 0.032 | -0.9857 | 0 | 0.1591 | 0 |
Buy And Hold Return (%) | 206.5131 | 206.5131 | 206.5131 | 206.5131 | 206.5131 | 206.5131 |
Max Trade Drawdown | -2315421 | -114019 | -2286787 | -4605788 | -1179716 | -4672251 |
Profit Factor | 0.3183 | 1.1453 | 0.1638 | 0.9586 | 1.8325 | 0.5164 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 98 | 50 | 48 | 87 | 45 | 42 |
Losing Trades | 85 | 42 | 43 | 96 | 47 | 49 |
Profitability (%) | 53.5519 | 54.3478 | 52.7473 | 47.541 | 48.913 | 46.1538 |
Ratio Avg Win / Avg Loss | 0.2761 | 0.962 | 0.1467 | 1.0578 | 1.9139 | 0.6025 |
Largest Winning Trade | 66653 | 66653 | 30883 | 1917245 | 1917245 | 607381 |
Largest Losing Trade | -2201550 | -50616 | -2201550 | -3669167 | -620984 | -3669167 |
Avg Bars in Trades | 35 | 40 | 29 | 35 | 40 | 29 |
Avg Bars in Winners | 22 | 22 | 22 | 41 | 54 | 27 |
Avg Bars in Losers | 49 | 61 | 37 | 29 | 27 | 31 |
Bars Traded | 6419 | 3707 | 2713 | 6419 | 3707 | 2713 |
Profit Streak | 16.0539 | 16.0539 | 18.0539 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578289 | -377522 | -579890 | -579109 | 375622 | -582307 |
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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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