Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1548636.3962 | 103687.8624 | -1652324.2587 | -977899.7515 | -13594072.9686 | 12616173.2171 |
Total P&L (%) | -1548.6364 | 103.6879 | -1652.3243 | -977.8998 | -13594.073 | 12616.1732 |
Avg Daily Profit (%) | -0.6565 | 0.044 | -0.7005 | 0 | 0 | 0.2056 |
Buy And Hold Return (%) | 548.8812 | 548.8812 | 548.8812 | 548.8812 | 548.8812 | 548.8812 |
Max Trade Drawdown | -1828865 | -175741 | -1789038 | -25440344 | -21518929 | -5408452 |
Profit Factor | 0.4128 | 1.2238 | 0.2399 | 0.9776 | 0.5351 | 1.8775 |
Total Trades | 334 | 167 | 167 | 334 | 167 | 167 |
Winning Trades | 257 | 123 | 134 | 179 | 86 | 93 |
Losing Trades | 77 | 44 | 33 | 155 | 81 | 74 |
Profitability (%) | 76.9461 | 73.6527 | 80.2395 | 53.5928 | 51.497 | 55.6886 |
Ratio Avg Win / Avg Loss | 0.1237 | 0.4378 | 0.0591 | 0.8465 | 0.504 | 1.494 |
Largest Winning Trade | 82313 | 82313 | 18597 | 5164321 | 1513254 | 5164321 |
Largest Losing Trade | -1425955 | -64885 | -1425955 | -7856017 | -7856017 | -3143732 |
Avg Bars in Trades | 41 | 49 | 33 | 41 | 49 | 33 |
Avg Bars in Winners | 12 | 14 | 11 | 30 | 34 | 27 |
Avg Bars in Losers | 138 | 147 | 125 | 53 | 64 | 41 |
Bars Traded | 13866 | 8211 | 5655 | 13866 | 8211 | 5655 |
Profit Streak | 17.0786 | 17.0786 | 56.2453 | 0 | 0 | 0 |
Trades During Streak | 9 | 4 | 9 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573839 | -297106 | -574625 | -578565 | -580264 | 417432 |
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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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