Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1714485.0387 | -91112.9515 | -1623372.0872 | -226049.5837 | 9339299.6181 | -9565349.2018 |
Total P&L (%) | -1714.485 | -91.113 | -1623.3721 | -226.0496 | 9339.2996 | -9565.3492 |
Avg Daily Profit (%) | -0.9182 | -0.0488 | -0.8694 | 0 | 0.2438 | 0 |
Buy And Hold Return (%) | 531.8078 | 531.8078 | 531.8078 | 531.8078 | 531.8078 | 531.8078 |
Max Trade Drawdown | -1913937 | -219395 | -1728772 | -8949113 | -565887 | -10922706 |
Profit Factor | 0.2638 | 0.7704 | 0.1598 | 0.9879 | 5.1046 | 0.4175 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 140 | 64 | 76 | 70 | 40 | 30 |
Losing Trades | 35 | 23 | 12 | 105 | 47 | 58 |
Profitability (%) | 80 | 73.5632 | 86.3636 | 40 | 45.977 | 34.0909 |
Ratio Avg Win / Avg Loss | 0.066 | 0.2769 | 0.0252 | 1.4819 | 5.9979 | 0.8071 |
Largest Winning Trade | 28861 | 28861 | 15682 | 3781688 | 3781688 | 3274645 |
Largest Losing Trade | -1031255 | -58190 | -1031255 | -8756370 | -565887 | -8756370 |
Avg Bars in Trades | 41 | 49 | 33 | 41 | 49 | 33 |
Avg Bars in Winners | 10 | 10 | 10 | 78 | 93 | 57 |
Avg Bars in Losers | 165 | 157 | 180 | 17 | 12 | 20 |
Bars Traded | 7252 | 4320 | 2932 | 7252 | 4320 | 2932 |
Profit Streak | 19.8303 | 0 | 46.3303 | 0 | 33.3303 | 0 |
Trades During Streak | 1 | 0 | 5 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575416 | -577767 | -574765 | -582083 | 537809 | -587283 |
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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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