Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1123661.49 | 148316.6318 | -1271978.1218 | 521501.4256 | -10674703.3909 | 11196204.8164 |
Total P&L (%) | -1123.6615 | 148.3166 | -1271.9781 | 521.5014 | -10674.7034 | 11196.2048 |
Avg Daily Profit (%) | -0.5724 | 0.0756 | -0.648 | 0.0931 | 0 | 0.2411 |
Buy And Hold Return (%) | 1285.1771 | 1285.1771 | 1285.1771 | 1285.1771 | 1285.1771 | 1285.1771 |
Max Trade Drawdown | -1326281 | -141551 | -1406554 | -22993896 | -18104966 | -8436093 |
Profit Factor | 0.4818 | 1.3611 | 0.2763 | 1.0086 | 0.689 | 1.4226 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 184 | 93 | 91 | 166 | 83 | 83 |
Losing Trades | 56 | 27 | 29 | 74 | 37 | 37 |
Profitability (%) | 76.6667 | 77.5 | 75.8333 | 69.1667 | 69.1667 | 69.1667 |
Ratio Avg Win / Avg Loss | 0.1466 | 0.3951 | 0.0881 | 0.4496 | 0.3071 | 0.6342 |
Largest Winning Trade | 23221 | 23221 | 15687 | 15247175 | 2800537 | 15247175 |
Largest Losing Trade | -1008821 | -64029 | -1008821 | -14756734 | -14756734 | -6226188 |
Avg Bars in Trades | 47 | 54 | 41 | 47 | 54 | 41 |
Avg Bars in Winners | 18 | 22 | 15 | 20 | 23 | 17 |
Avg Bars in Losers | 143 | 166 | 121 | 108 | 125 | 92 |
Bars Traded | 11517 | 6589 | 4928 | 11517 | 6589 | 4928 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576065 | -255445 | -577386 | -443035 | -578528 | 352964 |
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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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