Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1723701.9034 | -176236.138 | -1547465.7654 | -245378.8453 | -2360298.1612 | 2114919.3159 |
Total P&L (%) | -1723.7019 | -176.2361 | -1547.4658 | -245.3788 | -2360.2982 | 2114.9193 |
Avg Daily Profit (%) | -0.9329 | -0.0954 | -0.8375 | 0 | 0 | 0.1678 |
Buy And Hold Return (%) | 61.5843 | 61.5843 | 61.5843 | 61.5843 | 61.5843 | 61.5843 |
Max Trade Drawdown | -1815634 | -250269 | -1627500 | -3529365 | -2996613 | -1773865 |
Profit Factor | 0.2414 | 0.5624 | 0.1723 | 0.9718 | 0.4598 | 1.4886 |
Total Trades | 259 | 129 | 130 | 259 | 129 | 130 |
Winning Trades | 203 | 91 | 112 | 125 | 62 | 63 |
Losing Trades | 56 | 38 | 18 | 134 | 67 | 67 |
Profitability (%) | 78.3784 | 70.5426 | 86.1538 | 48.2625 | 48.062 | 48.4615 |
Ratio Avg Win / Avg Loss | 0.0666 | 0.2348 | 0.0277 | 1.0418 | 0.4969 | 1.5831 |
Largest Winning Trade | 16008 | 16008 | 14910 | 4071576 | 856405 | 4071576 |
Largest Losing Trade | -1248425 | -64234 | -1248425 | -1773865 | -1258321 | -1773865 |
Avg Bars in Trades | 41 | 43 | 39 | 41 | 43 | 39 |
Avg Bars in Winners | 11 | 10 | 11 | 41 | 43 | 40 |
Avg Bars in Losers | 150 | 120 | 214 | 41 | 42 | 39 |
Bars Traded | 10765 | 5570 | 5195 | 10765 | 5570 | 5195 |
Profit Streak | 16.3944 | 16.3944 | 57.5611 | 0 | 0 | 0 |
Trades During Streak | 9 | 4 | 12 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574040 | -576790 | -574519 | -578432 | -581743 | 334893 |
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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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