Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2501666.6632 | -222274.2232 | -2279392.44 | -107156.9942 | 9816363.9574 | -9923520.9516 |
Total P&L (%) | -2501.6667 | -222.2742 | -2279.3924 | -107.157 | 9816.364 | -9923.521 |
Avg Daily Profit (%) | -1.0843 | -0.0963 | -0.988 | 0 | 0.1994 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2568229 | -252586 | -2321652 | -15943709 | -2191314 | -15878827 |
Profit Factor | 0.2046 | 0.5771 | 0.1299 | 0.9952 | 3.3671 | 0.4508 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 108 | 54 | 54 | 96 | 46 | 50 |
Losing Trades | 89 | 44 | 45 | 101 | 52 | 49 |
Profitability (%) | 54.8223 | 55.102 | 54.5455 | 48.731 | 46.9388 | 50.5051 |
Ratio Avg Win / Avg Loss | 0.1686 | 0.4702 | 0.1082 | 1.047 | 3.8063 | 0.4418 |
Largest Winning Trade | 41883 | 41883 | 37354 | 6994927 | 6994927 | 2539665 |
Largest Losing Trade | -1723588 | -78325 | -1723588 | -11917366 | -1944147 | -11917366 |
Avg Bars in Trades | 65 | 73 | 57 | 65 | 73 | 57 |
Avg Bars in Winners | 27 | 35 | 20 | 90 | 113 | 68 |
Avg Bars in Losers | 110 | 119 | 102 | 41 | 37 | 47 |
Bars Traded | 12881 | 7159 | 5722 | 12881 | 7159 | 5722 |
Profit Streak | 0 | 20.0903 | 0 | 9.5903 | 0 | 19.9236 |
Trades During Streak | 0 | 2 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579121 | -579345 | -580478 | -577908 | 467571 | -579937 |
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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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