Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1809317.1642 | -100287.5448 | -1709029.6194 | -70686.3854 | -7087208.1841 | 7016521.7987 |
Total P&L (%) | -1809.3172 | -100.2875 | -1709.0296 | -70.6864 | -7087.2082 | 7016.5218 |
Avg Daily Profit (%) | -0.8009 | -0.0444 | -0.7565 | -0.0543 | 0 | 0.189 |
Buy And Hold Return (%) | 359.3952 | 359.3952 | 359.3952 | 359.3952 | 359.3952 | 359.3952 |
Max Trade Drawdown | -1867036 | -189156 | -1768460 | -7221430 | -7098295 | -2280805 |
Profit Factor | 0.2637 | 0.7747 | 0.1507 | 0.996 | 0.4003 | 2.2167 |
Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Winning Trades | 157 | 77 | 80 | 141 | 69 | 72 |
Losing Trades | 46 | 24 | 22 | 62 | 32 | 30 |
Profitability (%) | 77.3399 | 76.2376 | 78.4314 | 69.4581 | 68.3168 | 70.5882 |
Ratio Avg Win / Avg Loss | 0.0773 | 0.2415 | 0.0414 | 0.4379 | 0.1857 | 0.9236 |
Largest Winning Trade | 43400 | 43400 | 21045 | 7995935 | 998488 | 7995935 |
Largest Losing Trade | -1061063 | -60707 | -1061063 | -4031378 | -4031378 | -1881844 |
Avg Bars in Trades | 63 | 76 | 50 | 63 | 76 | 50 |
Avg Bars in Winners | 19 | 21 | 17 | 24 | 25 | 23 |
Avg Bars in Losers | 213 | 251 | 171 | 152 | 187 | 115 |
Bars Traded | 12884 | 7736 | 5148 | 12884 | 7736 | 5148 |
Profit Streak | 49.5902 | 80.0902 | 49.5902 | 49.5902 | 80.0902 | 49.5902 |
Trades During Streak | 8 | 6 | 4 | 8 | 6 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574542 | -575876 | -575612 | -575564 | -576903 | 487188 |
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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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