Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1356336.6312 | -27618.9268 | -1328717.7044 | -1039393.8435 | -7433554.2375 | 6394160.394 |
Total P&L (%) | -1356.3366 | -27.6189 | -1328.7177 | -1039.3938 | -7433.5542 | 6394.1604 |
Avg Daily Profit (%) | -0.7459 | -0.0152 | -0.7307 | 0 | 0 | 0.2298 |
Buy And Hold Return (%) | 568.7615 | 568.7615 | 568.7615 | 568.7615 | 568.7615 | 568.7615 |
Max Trade Drawdown | -1483670 | -194941 | -1398831 | -21108276 | -16381369 | -5451019 |
Profit Factor | 0.3446 | 0.9273 | 0.2135 | 0.972 | 0.6578 | 1.4142 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 139 | 69 | 70 | 80 | 38 | 42 |
Losing Trades | 39 | 20 | 19 | 98 | 51 | 47 |
Profitability (%) | 78.0899 | 77.5281 | 78.6517 | 44.9438 | 42.6966 | 47.191 |
Ratio Avg Win / Avg Loss | 0.0967 | 0.2688 | 0.058 | 1.1907 | 0.8828 | 1.5825 |
Largest Winning Trade | 21931 | 21931 | 19344 | 10204969 | 1986922 | 10204969 |
Largest Losing Trade | -777277 | -74778 | -777277 | -14084579 | -14084579 | -5106383 |
Avg Bars in Trades | 60 | 67 | 52 | 60 | 67 | 52 |
Avg Bars in Winners | 22 | 19 | 24 | 57 | 64 | 50 |
Avg Bars in Losers | 194 | 233 | 154 | 61 | 70 | 53 |
Bars Traded | 10681 | 6042 | 4639 | 10681 | 6042 | 4639 |
Profit Streak | 34.0637 | 66.397 | 34.0637 | 0 | 0 | 0 |
Trades During Streak | 17 | 11 | 8 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574403 | -575577 | -575470 | -580145 | -583934 | 315943 |
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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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