Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1264789.3995 | -37476.911 | -1227312.4885 | -858617.7012 | -6113347.3755 | 5254729.6743 |
Total P&L (%) | -1264.7894 | -37.4769 | -1227.3125 | -858.6177 | -6113.3474 | 5254.7297 |
Avg Daily Profit (%) | -0.6905 | -0.0205 | -0.67 | 0 | 0 | 0.2175 |
Buy And Hold Return (%) | 566.3522 | 566.3522 | 566.3522 | 566.3522 | 566.3522 | 566.3522 |
Max Trade Drawdown | -1344471 | -223001 | -1282216 | -17038711 | -13305310 | -3802602 |
Profit Factor | 0.3681 | 0.9015 | 0.2429 | 0.9714 | 0.6328 | 1.3927 |
Total Trades | 333 | 167 | 166 | 333 | 167 | 166 |
Winning Trades | 207 | 109 | 98 | 158 | 73 | 85 |
Losing Trades | 126 | 58 | 68 | 175 | 94 | 81 |
Profitability (%) | 62.1622 | 65.2695 | 59.0361 | 47.4474 | 43.7126 | 51.2048 |
Ratio Avg Win / Avg Loss | 0.224 | 0.4797 | 0.1685 | 1.0759 | 0.8148 | 1.3272 |
Largest Winning Trade | 28311 | 28311 | 24842 | 8090712 | 1942832 | 8090712 |
Largest Losing Trade | -637200 | -74609 | -637200 | -10963287 | -10963287 | -3528307 |
Avg Bars in Trades | 63 | 67 | 60 | 63 | 67 | 60 |
Avg Bars in Winners | 29 | 29 | 29 | 66 | 72 | 61 |
Avg Bars in Losers | 120 | 138 | 104 | 60 | 63 | 58 |
Bars Traded | 21218 | 11241 | 9977 | 21218 | 11241 | 9977 |
Profit Streak | 47.9524 | 80.5357 | 47.9524 | 0 | 0 | 0 |
Trades During Streak | 13 | 7 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575717 | -576926 | -577717 | -578362 | -582903 | 335103 |
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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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