Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -69178.4755 | 314964.6911 | -384143.1666 | -94919.6191 | -7330503.6454 | 7235584.0263 |
Total P&L (%) | -69.1785 | 314.9647 | -384.1432 | -94.9196 | -7330.5036 | 7235.584 |
Avg Daily Profit (%) | -0.0332 | 0.1512 | -0.1844 | -0.1429 | 0 | 0.2064 |
Buy And Hold Return (%) | 66.8885 | 66.8885 | 66.8885 | 66.8885 | 66.8885 | 66.8885 |
Max Trade Drawdown | -503869 | -222543 | -528110 | -27654902 | -28451045 | -4336293 |
Profit Factor | 0.9561 | 1.4134 | 0.5283 | 0.9984 | 0.8369 | 1.5041 |
Total Trades | 468 | 234 | 234 | 468 | 234 | 234 |
Winning Trades | 377 | 208 | 169 | 369 | 201 | 168 |
Losing Trades | 91 | 26 | 65 | 99 | 33 | 66 |
Profitability (%) | 80.5556 | 88.8889 | 72.2222 | 78.8462 | 85.8974 | 71.7949 |
Ratio Avg Win / Avg Loss | 0.2308 | 0.1767 | 0.2032 | 0.2679 | 0.1374 | 0.5909 |
Largest Winning Trade | 25941 | 25941 | 16657 | 5904683 | 2383522 | 5904683 |
Largest Losing Trade | -305241 | -85010 | -305241 | -15772585 | -15772585 | -3740521 |
Avg Bars in Trades | 52 | 91 | 13 | 52 | 91 | 13 |
Avg Bars in Winners | 16 | 25 | 4 | 16 | 24 | 5 |
Avg Bars in Losers | 202 | 621 | 35 | 186 | 496 | 32 |
Bars Traded | 24516 | 21401 | 3115 | 24516 | 21401 | 3115 |
Profit Streak | 20.835 | 0 | 74.7517 | 20.835 | 0 | 74.7517 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573836 | 375182 | -575985 | -574040 | -575369 | 449784 |
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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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