Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1175490.5743 | -97667.8646 | -1077822.7097 | -81223.3733 | 1961324.3298 | -2042547.7031 |
Total P&L (%) | -1175.4906 | -97.6679 | -1077.8227 | -81.2234 | 1961.3243 | -2042.5477 |
Avg Daily Profit (%) | -0.6366 | -0.0529 | -0.5837 | -0.0905 | 0.164 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1266839 | -229235 | -1137858 | -4516401 | -1695801 | -2962490 |
Profit Factor | 0.3371 | 0.7625 | 0.2087 | 0.989 | 1.6053 | 0.5065 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 157 | 75 | 82 | 93 | 50 | 43 |
Losing Trades | 44 | 25 | 19 | 108 | 50 | 58 |
Profitability (%) | 78.1095 | 75 | 81.1881 | 46.2687 | 50 | 42.5743 |
Ratio Avg Win / Avg Loss | 0.0945 | 0.2542 | 0.0484 | 1.1485 | 1.6053 | 0.6831 |
Largest Winning Trade | 14070 | 14070 | 11178 | 1996956 | 1996956 | 1400656 |
Largest Losing Trade | -1087048 | -63738 | -1087048 | -1239509 | -332909 | -1239509 |
Avg Bars in Trades | 35 | 42 | 28 | 35 | 42 | 28 |
Avg Bars in Winners | 11 | 11 | 10 | 44 | 53 | 33 |
Avg Bars in Losers | 123 | 135 | 106 | 27 | 32 | 24 |
Bars Traded | 7164 | 4292 | 2873 | 7164 | 4292 | 2873 |
Profit Streak | 77.9637 | 77.9637 | 119.7137 | 77.9637 | 77.9637 | 119.7137 |
Trades During Streak | 19 | 9 | 11 | 19 | 9 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574299 | -575924 | -574875 | -577727 | 435740 | -582045 |
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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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