Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2199548.9479 | -118278.8197 | -2081270.1282 | -38059.8098 | -7350283.2003 | 7312223.3905 |
Total P&L (%) | -2199.5489 | -118.2788 | -2081.2701 | -38.0598 | -7350.2832 | 7312.2234 |
Avg Daily Profit (%) | -0.9752 | -0.0524 | -0.9228 | -0.0212 | 0 | 0.1911 |
Buy And Hold Return (%) | 280.7065 | 280.7065 | 280.7065 | 280.7065 | 280.7065 | 280.7065 |
Max Trade Drawdown | -2255800 | -179301 | -2152561 | -13098618 | -9536702 | -4166813 |
Profit Factor | 0.2459 | 0.7479 | 0.1497 | 0.9982 | 0.4358 | 1.8556 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 143 | 67 | 76 | 133 | 60 | 73 |
Losing Trades | 58 | 33 | 25 | 68 | 40 | 28 |
Profitability (%) | 71.1443 | 67 | 75.2475 | 66.1692 | 60 | 72.2772 |
Ratio Avg Win / Avg Loss | 0.0997 | 0.3684 | 0.0492 | 0.5104 | 0.2905 | 0.7117 |
Largest Winning Trade | 25621 | 25621 | 16702 | 8527219 | 1111503 | 8527219 |
Largest Losing Trade | -1488247 | -60758 | -1488247 | -5616518 | -5616518 | -3018069 |
Avg Bars in Trades | 21 | 23 | 18 | 21 | 23 | 18 |
Avg Bars in Winners | 6 | 6 | 7 | 9 | 8 | 10 |
Avg Bars in Losers | 57 | 58 | 55 | 44 | 47 | 41 |
Bars Traded | 4305 | 2391 | 1914 | 4305 | 2391 | 1914 |
Profit Streak | 16.0381 | 16.0381 | 58.0381 | 16.0381 | 16.0381 | 58.0381 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575223 | -577728 | -575665 | -575868 | -578913 | 483596 |
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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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