Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1745845.816 | -66355.3943 | -1679490.4218 | 17839.1302 | -3838675.3552 | 3856514.4854 |
Total P&L (%) | -1745.8458 | -66.3554 | -1679.4904 | 17.8391 | -3838.6754 | 3856.5145 |
Avg Daily Profit (%) | -0.838 | -0.0319 | -0.8062 | 0.0079 | 0 | 0.1767 |
Buy And Hold Return (%) | 840.7989 | 840.7989 | 840.7989 | 840.7989 | 840.7989 | 840.7989 |
Max Trade Drawdown | -1801231 | -153340 | -1743936 | -7748197 | -5118652 | -3132353 |
Profit Factor | 0.3006 | 0.8564 | 0.1743 | 1.0011 | 0.6107 | 1.5465 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 92 | 40 | 52 | 88 | 38 | 50 |
Losing Trades | 90 | 51 | 39 | 94 | 53 | 41 |
Profitability (%) | 50.5495 | 43.956 | 57.1429 | 48.3516 | 41.7582 | 54.9451 |
Ratio Avg Win / Avg Loss | 0.2941 | 1.0919 | 0.1308 | 1.0693 | 0.8517 | 1.2681 |
Largest Winning Trade | 42019 | 42019 | 24644 | 5306395 | 2320764 | 5306395 |
Largest Losing Trade | -1334468 | -62253 | -1334468 | -3298758 | -3298758 | -3021846 |
Avg Bars in Trades | 133 | 151 | 116 | 133 | 151 | 116 |
Avg Bars in Winners | 79 | 93 | 68 | 90 | 94 | 87 |
Avg Bars in Losers | 189 | 196 | 181 | 175 | 192 | 152 |
Bars Traded | 24382 | 13755 | 10627 | 24382 | 13755 | 10627 |
Profit Streak | 9.6759 | 0 | 12.5925 | 9.6759 | 0 | 12.5925 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579088 | -581772 | -579548 | -566468 | -584294 | 312202 |
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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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