Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1316596.5193 | -56825.3005 | -1259771.2188 | -160432.1612 | -3668463.1539 | 3508030.9928 |
Total P&L (%) | -1316.5965 | -56.8253 | -1259.7712 | -160.4322 | -3668.4632 | 3508.031 |
Avg Daily Profit (%) | -0.7051 | -0.0304 | -0.6747 | 0 | 0 | 0.1922 |
Buy And Hold Return (%) | 534.0567 | 534.0567 | 534.0567 | 534.0567 | 534.0567 | 534.0567 |
Max Trade Drawdown | -1499312 | -267130 | -1359934 | -5943184 | -5952100 | -1819022 |
Profit Factor | 0.3766 | 0.8825 | 0.2265 | 0.9848 | 0.5053 | 2.1252 |
Total Trades | 261 | 130 | 131 | 261 | 130 | 131 |
Winning Trades | 208 | 100 | 108 | 142 | 68 | 74 |
Losing Trades | 53 | 30 | 23 | 119 | 62 | 57 |
Profitability (%) | 79.6935 | 76.9231 | 82.4427 | 54.4061 | 52.3077 | 56.4886 |
Ratio Avg Win / Avg Loss | 0.096 | 0.2647 | 0.0482 | 0.8253 | 0.4607 | 1.637 |
Largest Winning Trade | 26394 | 26394 | 20096 | 3152947 | 1105873 | 3152947 |
Largest Losing Trade | -564956 | -64157 | -564956 | -2707882 | -2707882 | -1125675 |
Avg Bars in Trades | 41 | 50 | 32 | 41 | 50 | 32 |
Avg Bars in Winners | 13 | 13 | 13 | 27 | 30 | 24 |
Avg Bars in Losers | 152 | 175 | 121 | 58 | 72 | 43 |
Bars Traded | 10879 | 6598 | 4281 | 10879 | 6598 | 4281 |
Profit Streak | 34.3646 | 34.3646 | 63.5313 | 0 | 0 | 0 |
Trades During Streak | 7 | 3 | 8 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573964 | -575775 | -574968 | -578841 | -580688 | 444960 |
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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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