Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1131719.4205 | 26692.0183 | -1158411.4388 | -831373.7049 | -3954618.4374 | 3123244.7325 |
Total P&L (%) | -1131.7194 | 26.692 | -1158.4114 | -831.3737 | -3954.6184 | 3123.2447 |
Avg Daily Profit (%) | -0.623 | 0.0147 | -0.6377 | 0 | 0 | 0.1914 |
Buy And Hold Return (%) | 571.5017 | 571.5017 | 571.5017 | 571.5017 | 571.5017 | 571.5017 |
Max Trade Drawdown | -1256899 | -146578 | -1225032 | -10429898 | -8055905 | -2591266 |
Profit Factor | 0.4505 | 1.056 | 0.2682 | 0.9584 | 0.6663 | 1.3833 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 100 | 52 | 48 | 97 | 43 | 54 |
Losing Trades | 96 | 46 | 50 | 99 | 55 | 44 |
Profitability (%) | 51.0204 | 53.0612 | 48.9796 | 49.4898 | 43.8776 | 55.102 |
Ratio Avg Win / Avg Loss | 0.4325 | 0.9342 | 0.2794 | 0.9782 | 0.8523 | 1.1271 |
Largest Winning Trade | 43752 | 31419 | 43752 | 4606915 | 1631026 | 4606915 |
Largest Losing Trade | -697530 | -68032 | -697530 | -6415506 | -6415506 | -1222854 |
Avg Bars in Trades | 54 | 54 | 54 | 54 | 54 | 54 |
Avg Bars in Winners | 45 | 51 | 39 | 50 | 55 | 46 |
Avg Bars in Losers | 63 | 56 | 69 | 58 | 53 | 65 |
Bars Traded | 10685 | 5315 | 5370 | 10685 | 5315 | 5370 |
Profit Streak | 3.7425 | 22.5758 | 0 | 0 | 0 | 21.7425 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580077 | -498008 | -581467 | -579950 | -583451 | 322198 |
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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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