Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -647515.2477 | 164924.5465 | -812439.7942 | -741335.5587 | -6539383.3647 | 5798047.8059 |
Total P&L (%) | -647.5152 | 164.9245 | -812.4398 | -741.3356 | -6539.3834 | 5798.0478 |
Avg Daily Profit (%) | -0.3557 | 0.0906 | -0.4463 | 0 | 0 | 0.2242 |
Buy And Hold Return (%) | 593.2093 | 593.2093 | 593.2093 | 593.2093 | 593.2093 | 593.2093 |
Max Trade Drawdown | -805669 | -95006 | -881936 | -17016458 | -11746640 | -7498125 |
Profit Factor | 0.6079 | 1.414 | 0.3517 | 0.9832 | 0.7131 | 1.2725 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 98 | 52 | 46 | 95 | 45 | 50 |
Losing Trades | 91 | 43 | 48 | 94 | 50 | 44 |
Profitability (%) | 51.8519 | 54.7368 | 48.9362 | 50.2646 | 47.3684 | 53.1915 |
Ratio Avg Win / Avg Loss | 0.5645 | 1.1693 | 0.367 | 0.9728 | 0.7923 | 1.1198 |
Largest Winning Trade | 51608 | 47158 | 51608 | 15727152 | 3353682 | 15727152 |
Largest Losing Trade | -541006 | -76947 | -541006 | -8217526 | -8217526 | -4818283 |
Avg Bars in Trades | 56 | 59 | 54 | 56 | 59 | 54 |
Avg Bars in Winners | 40 | 40 | 39 | 54 | 54 | 54 |
Avg Bars in Losers | 74 | 82 | 67 | 59 | 64 | 54 |
Bars Traded | 10745 | 5657 | 5088 | 10745 | 5657 | 5088 |
Profit Streak | 8.7209 | 9.7209 | 0 | 0 | 0 | 14.7209 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578878 | -236034 | -581494 | -579754 | -582102 | 351429 |
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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) |
---|