Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1799090.1971 | -8611.0931 | -1790479.104 | -250794.4364 | -17424350.5826 | 17173556.1461 |
Total P&L (%) | -1799.0902 | -8.6111 | -1790.4791 | -250.7944 | -17424.3506 | 17173.5561 |
Avg Daily Profit (%) | -0.7979 | -0.0038 | -0.7941 | 0 | 0 | 0.2287 |
Buy And Hold Return (%) | 272.6064 | 272.6064 | 272.6064 | 272.6064 | 272.6064 | 272.6064 |
Max Trade Drawdown | -1980452 | -97825 | -1947891 | -35048485 | -24675085 | -16472059 |
Profit Factor | 0.331 | 0.9765 | 0.2294 | 0.9969 | 0.6017 | 1.4723 |
Total Trades | 349 | 174 | 175 | 349 | 174 | 175 |
Winning Trades | 288 | 134 | 154 | 186 | 88 | 98 |
Losing Trades | 61 | 40 | 21 | 163 | 86 | 77 |
Profitability (%) | 82.5215 | 77.0115 | 88 | 53.2951 | 50.5747 | 56 |
Ratio Avg Win / Avg Loss | 0.0701 | 0.2915 | 0.0313 | 0.8736 | 0.588 | 1.1568 |
Largest Winning Trade | 25641 | 25641 | 22580 | 13930481 | 1795026 | 13930481 |
Largest Losing Trade | -1280455 | -54856 | -1280455 | -19131653 | -19131653 | -11437865 |
Avg Bars in Trades | 37 | 28 | 46 | 37 | 28 | 46 |
Avg Bars in Winners | 14 | 8 | 19 | 28 | 22 | 34 |
Avg Bars in Losers | 144 | 96 | 238 | 47 | 35 | 60 |
Bars Traded | 13050 | 4994 | 8056 | 13050 | 4994 | 8056 |
Profit Streak | 57.4457 | 86.7791 | 57.4457 | 0 | 0 | 0 |
Trades During Streak | 30 | 16 | 15 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -572874 | -574917 | -573713 | -578526 | -580069 | 380118 |
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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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