Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1121728.912 | 44367.4577 | -1166096.3696 | -497862.4237 | -5110315.9592 | 4612453.5355 |
Total P&L (%) | -1121.7289 | 44.3675 | -1166.0964 | -497.8624 | -5110.316 | 4612.4535 |
Avg Daily Profit (%) | -0.6145 | 0.0243 | -0.6388 | 0 | 0 | 0.2113 |
Buy And Hold Return (%) | 667.0339 | 667.0339 | 667.0339 | 667.0339 | 667.0339 | 667.0339 |
Max Trade Drawdown | -1211953 | -155577 | -1191781 | -12461370 | -8922510 | -3869711 |
Profit Factor | 0.4756 | 1.0862 | 0.2823 | 0.9836 | 0.6964 | 1.3396 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 137 | 66 | 71 | 130 | 64 | 66 |
Losing Trades | 107 | 56 | 51 | 114 | 58 | 56 |
Profitability (%) | 56.1475 | 54.0984 | 58.1967 | 53.2787 | 52.459 | 54.0984 |
Ratio Avg Win / Avg Loss | 0.3715 | 0.9217 | 0.2028 | 0.8626 | 0.6311 | 1.1366 |
Largest Winning Trade | 49970 | 49970 | 31622 | 9869900 | 1852549 | 9869900 |
Largest Losing Trade | -747039 | -78869 | -747039 | -8376292 | -8376292 | -3242469 |
Avg Bars in Trades | 87 | 83 | 92 | 87 | 83 | 92 |
Avg Bars in Winners | 66 | 67 | 65 | 82 | 80 | 84 |
Avg Bars in Losers | 115 | 101 | 129 | 94 | 86 | 102 |
Bars Traded | 21429 | 10140 | 11289 | 21429 | 10140 | 11289 |
Profit Streak | 43.4026 | 97.5693 | 43.4026 | 0 | 0 | 0 |
Trades During Streak | 5 | 5 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577162 | -451770 | -578958 | -579076 | -580689 | 313354 |
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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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