Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1220826.6952 | -7850.7908 | -1212975.9044 | -2038142.9283 | -11797121.3106 | 9758978.3823 |
Total P&L (%) | -1220.8267 | -7.8508 | -1212.9759 | -2038.1429 | -11797.1213 | 9758.9784 |
Avg Daily Profit (%) | -0.6683 | -0.0043 | -0.664 | 0 | 0 | 0.2516 |
Buy And Hold Return (%) | 778.4175 | 778.4175 | 778.4175 | 778.4175 | 778.4175 | 778.4175 |
Max Trade Drawdown | -1292606 | -206549 | -1259763 | -26572236 | -19944401 | -8233174 |
Profit Factor | 0.3762 | 0.9782 | 0.2408 | 0.9602 | 0.557 | 1.398 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 132 | 63 | 69 | 79 | 37 | 42 |
Losing Trades | 46 | 26 | 20 | 99 | 52 | 47 |
Profitability (%) | 74.1573 | 70.7865 | 77.5281 | 44.382 | 41.573 | 47.191 |
Ratio Avg Win / Avg Loss | 0.1311 | 0.4037 | 0.0698 | 1.2032 | 0.7829 | 1.5644 |
Largest Winning Trade | 34751 | 34751 | 31885 | 18524960 | 3712103 | 18524960 |
Largest Losing Trade | -674838 | -68044 | -674838 | -14494398 | -14494398 | -7738447 |
Avg Bars in Trades | 59 | 61 | 57 | 59 | 61 | 57 |
Avg Bars in Winners | 27 | 26 | 28 | 66 | 69 | 63 |
Avg Bars in Losers | 152 | 147 | 159 | 54 | 56 | 52 |
Bars Traded | 10628 | 5510 | 5118 | 10628 | 5510 | 5118 |
Profit Streak | 43.7034 | 75.2034 | 43.7034 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575293 | -577156 | -576694 | -580363 | -584371 | 319111 |
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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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