Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1043134.5024 | 31135.6681 | -1074270.1705 | -1627300.6555 | -10236464.2805 | 8609163.625 |
Total P&L (%) | -1043.1345 | 31.1357 | -1074.2702 | -1627.3007 | -10236.4643 | 8609.1636 |
Avg Daily Profit (%) | -0.5717 | 0.0171 | -0.5887 | 0 | 0 | 0.2451 |
Buy And Hold Return (%) | 705.2031 | 705.2031 | 705.2031 | 705.2031 | 705.2031 | 705.2031 |
Max Trade Drawdown | -1139003 | -191701 | -1140499 | -27624655 | -20563013 | -7887978 |
Profit Factor | 0.4439 | 1.0855 | 0.2894 | 0.9675 | 0.6327 | 1.3867 |
Total Trades | 314 | 157 | 157 | 314 | 157 | 157 |
Winning Trades | 244 | 121 | 123 | 141 | 67 | 74 |
Losing Trades | 70 | 36 | 34 | 173 | 90 | 83 |
Profitability (%) | 77.707 | 77.0701 | 78.3439 | 44.9045 | 42.6752 | 47.1338 |
Ratio Avg Win / Avg Loss | 0.1273 | 0.323 | 0.08 | 1.1871 | 0.8499 | 1.5553 |
Largest Winning Trade | 29819 | 25392 | 29819 | 14553008 | 3284011 | 14553008 |
Largest Losing Trade | -541856 | -76728 | -541856 | -18352264 | -18352264 | -5919365 |
Avg Bars in Trades | 67 | 71 | 64 | 67 | 71 | 64 |
Avg Bars in Winners | 23 | 18 | 29 | 64 | 70 | 60 |
Avg Bars in Losers | 221 | 251 | 190 | 70 | 72 | 67 |
Bars Traded | 21341 | 11276 | 10065 | 21341 | 11276 | 10065 |
Profit Streak | 16.5004 | 42.0004 | 0 | 0 | 0 | 19.7504 |
Trades During Streak | 1 | 7 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574970 | -458551 | -576558 | -579450 | -583359 | 354844 |
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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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