Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1606505.5371 | -111990.7657 | -1494514.7714 | -1239424.8896 | 21146251.1806 | -22385676.0701 |
Total P&L (%) | -1606.5055 | -111.9908 | -1494.5148 | -1239.4249 | 21146.2512 | -22385.6761 |
Avg Daily Profit (%) | -0.672 | -0.0468 | -0.6251 | 0 | 0.2244 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1746304 | -168779 | -1680990 | -32496860 | -7931493 | -33482023 |
Profit Factor | 0.4046 | 0.7922 | 0.3078 | 0.9796 | 2.1473 | 0.4701 |
Total Trades | 312 | 156 | 156 | 312 | 156 | 156 |
Winning Trades | 236 | 107 | 129 | 109 | 60 | 49 |
Losing Trades | 76 | 49 | 27 | 203 | 96 | 107 |
Profitability (%) | 75.641 | 68.5897 | 82.6923 | 34.9359 | 38.4615 | 31.4103 |
Ratio Avg Win / Avg Loss | 0.1303 | 0.3628 | 0.0644 | 1.8243 | 3.4357 | 1.0264 |
Largest Winning Trade | 27943 | 19089 | 27943 | 17202941 | 17202941 | 5877039 |
Largest Losing Trade | -994020 | -65645 | -994020 | -14869525 | -1968873 | -14869525 |
Avg Bars in Trades | 22 | 20 | 24 | 22 | 20 | 24 |
Avg Bars in Winners | 8 | 8 | 9 | 36 | 35 | 38 |
Avg Bars in Losers | 64 | 47 | 95 | 14 | 11 | 17 |
Bars Traded | 6996 | 3205 | 3791 | 6996 | 3205 | 3791 |
Profit Streak | 62.9651 | 62.9651 | 76.6318 | 0 | 0 | 0 |
Trades During Streak | 12 | 6 | 7 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573851 | -576272 | -574246 | -581949 | 301799 | -585801 |
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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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